+52.8%
CVBF vs VT
+222.7%
-169.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.2% |
| 7D | -1.7% | +2.9% | -4.5% | -4.2% |
| 30D | +4.7% | -2.5% | +7.2% | +6.9% |
| 3M | -1.4% | -3.3% | +2.0% | +1.4% |
| 6M | +15.4% | +1.5% | +13.9% | +12.9% |
| YTD | +24.4% | +11.4% | +13.0% | +11.3% |
| 1Y | +24.9% | +11.9% | +13.0% | +11.2% |
| 3Y | +56.3% | +73.9% | -17.5% | -7.0% |
| 5Y | +33.3% | +57.9% | -24.6% | -13.7% |
| All | +52.8% | +222.7% | -169.8% | -57.5% |
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 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