+334.0%
CVBF vs VT
+345.0%
-11.0%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | +2.1% |
| 7D | +0.5% | -4.2% | +4.7% | +5.0% |
| 30D | +4.4% | -5.8% | +10.2% | +11.0% |
| 3M | +0.8% | -5.2% | +6.0% | +6.3% |
| 6M | +13.3% | +0.1% | +13.2% | +12.1% |
| YTD | +26.5% | +8.2% | +18.2% | +14.8% |
| 1Y | +27.2% | +10.1% | +17.1% | +13.2% |
| 3Y | +46.8% | +69.7% | -22.9% | -17.2% |
| 5Y | +34.0% | +53.4% | -19.4% | -17.5% |
| 10Y | +95.6% | +219.2% | -123.6% | -47.7% |
| All | +334.0% | +345.0% | -11.0% | +10.4% |
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