-24.4%
CURR vs VT
+43.5%
-67.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | 0.0% | +9.7% | +9.7% |
| 7D | -2.4% | +0.4% | -2.8% | -2.6% |
| 30D | +0.6% | +1.0% | -0.4% | +0.1% |
| 3M | -6.3% | +2.4% | -8.6% | -7.3% |
| 6M | +46.9% | +12.0% | +34.9% | +42.6% |
| YTD | +83.8% | +15.3% | +68.5% | +78.0% |
| 1Y | +95.8% | +22.6% | +73.2% | +90.7% |
| All | -24.4% | +43.5% | -67.8% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling