-68.9%
CURI vs VT
+113.2%
-182.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | -3.1% | -2.3% | -0.8% | -0.9% |
| 30D | -14.9% | -5.0% | -10.0% | -10.9% |
| 3M | -3.5% | -4.9% | +1.4% | +1.0% |
| 6M | -14.1% | -1.5% | -12.5% | -12.4% |
| YTD | -28.4% | +8.5% | -36.9% | -33.1% |
| 1Y | -26.8% | +11.4% | -38.2% | -33.4% |
| 3Y | +418.9% | +70.1% | +348.8% | +228.9% |
| 5Y | -66.9% | +53.7% | -120.6% | -77.8% |
| All | -68.9% | +113.2% | -182.1% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling