-57.2%
CURR vs VT
+34.6%
-91.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.1% | +8.6% | +5.7% |
| 7D | -17.0% | -4.2% | -12.8% | -15.9% |
| 30D | -33.8% | -5.8% | -28.0% | -32.6% |
| 3M | -43.1% | -5.2% | -37.9% | -42.3% |
| 6M | -46.6% | +0.1% | -46.7% | -46.5% |
| YTD | +3.9% | +8.2% | -4.3% | +2.6% |
| 1Y | -36.9% | +10.1% | -47.1% | -37.8% |
| All | -57.2% | +34.6% | -91.9% | -68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling