-89.9%
CURV vs VT
+72.4%
-162.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | 0.0% | +9.4% | +9.4% |
| 7D | +7.0% | +0.4% | +6.6% | +6.3% |
| 30D | -5.8% | +1.0% | -6.8% | -7.1% |
| 3M | +75.5% | +2.4% | +73.2% | +67.7% |
| 6M | +115.9% | +12.0% | +103.9% | +79.0% |
| YTD | +149.5% | +15.3% | +134.2% | +96.7% |
| 1Y | +2.5% | +22.6% | -20.1% | -27.5% |
| 3Y | +10.4% | +74.7% | -64.3% | -57.7% |
| 5Y | -88.4% | +66.1% | -154.5% | -95.0% |
| All | -89.9% | +72.4% | -162.3% | -95.7% |
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