-90.4%
CURV vs VT
+70.4%
-160.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.6% | -6.6% | -6.3% |
| 7D | +2.2% | -0.1% | +2.3% | +2.4% |
| 30D | -7.2% | -0.7% | -6.5% | -6.3% |
| 3M | +34.1% | +4.0% | +30.1% | +26.2% |
| 6M | +84.1% | +12.3% | +71.8% | +52.0% |
| YTD | +137.2% | +14.0% | +123.2% | +90.1% |
| 1Y | +22.1% | +20.3% | +1.8% | -11.1% |
| 3Y | +52.6% | +75.4% | -22.8% | -42.3% |
| 5Y | -90.5% | +66.0% | -156.5% | -95.9% |
| All | -90.4% | +70.4% | -160.8% | -95.9% |
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