-15.3%
CUZ vs VT
+374.2%
-389.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.1% | +0.4% | -1.6% | -1.7% |
| 30D | -5.4% | +1.0% | -6.3% | -6.5% |
| 3M | +6.0% | +2.4% | +3.6% | +2.0% |
| 6M | +24.0% | +12.0% | +12.0% | +6.0% |
| YTD | +17.2% | +15.3% | +1.8% | -3.7% |
| 1Y | +4.6% | +22.6% | -18.0% | -20.8% |
| 3Y | +42.3% | +74.7% | -32.4% | -32.5% |
| 5Y | -5.4% | +66.1% | -71.5% | -52.5% |
| 10Y | +36.4% | +225.0% | -188.6% | -73.1% |
| All | -15.3% | +374.2% | -389.5% | -89.1% |
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