+55.9%
CVBF vs VT
+74.0%
-18.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -1.0% | +2.4% | -3.3% | -3.1% |
| 30D | +5.5% | -1.5% | +7.0% | +6.7% |
| 3M | -1.9% | -4.1% | +2.3% | +1.7% |
| 6M | +17.0% | +0.6% | +16.5% | +15.3% |
| YTD | +24.6% | +11.0% | +13.5% | +10.1% |
| 1Y | +25.6% | +13.3% | +12.3% | +8.4% |
| 3Y | +55.9% | +73.4% | -17.4% | -44.9% |
| All | +55.9% | +74.0% | -18.1% | -44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling