-88.9%
CURV vs VT
+53.4%
-142.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.2% | -9.8% | -9.9% |
| 7D | -11.1% | -2.3% | -8.7% | -7.6% |
| 30D | -14.2% | -5.0% | -9.3% | -7.5% |
| 3M | -15.2% | -4.9% | -10.4% | -8.6% |
| 6M | +41.8% | -1.5% | +43.4% | +43.8% |
| YTD | +121.9% | +8.5% | +113.4% | +91.1% |
| 1Y | +83.9% | +11.4% | +72.5% | +50.4% |
| 3Y | -20.5% | +70.1% | -90.6% | -69.5% |
| All | -88.9% | +53.4% | -142.3% | -94.5% |
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