-91.1%
CURV vs VT
+65.6%
-156.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.9% | -6.6% |
| 7D | -10.0% | -0.1% | -9.9% | -9.3% |
| 30D | -15.4% | -3.1% | -12.3% | -11.2% |
| 3M | -14.0% | -3.5% | -10.5% | -9.1% |
| 6M | +37.8% | +0.5% | +37.4% | +36.0% |
| YTD | +119.8% | +10.8% | +109.1% | +84.5% |
| 1Y | +87.0% | +11.9% | +75.1% | +53.4% |
| 3Y | -35.2% | +73.0% | -108.2% | -75.1% |
| 5Y | -88.8% | +58.6% | -147.4% | -94.9% |
| All | -91.1% | +65.6% | -156.7% | -96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling