+590.7%
CVCO vs VT
+222.7%
+368.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.4% |
| 7D | -0.3% | +2.9% | -3.2% | -4.2% |
| 30D | +21.4% | -2.5% | +24.0% | +25.6% |
| 3M | +7.3% | -3.3% | +10.6% | +12.4% |
| 6M | +34.9% | +1.5% | +33.4% | +31.5% |
| YTD | +8.7% | +11.4% | -2.7% | -6.8% |
| 1Y | +14.2% | +11.9% | +2.3% | -2.7% |
| 3Y | +148.1% | +73.9% | +74.3% | +11.6% |
| 5Y | +117.6% | +57.9% | +59.7% | +15.7% |
| All | +590.7% | +222.7% | +368.0% | +32.5% |
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