-99.5%
CVM vs VT
+224.5%
-324.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.3% |
| 7D | +4.5% | +0.4% | +4.0% | +4.0% |
| 30D | +7.2% | +1.0% | +6.3% | +6.2% |
| 3M | +6.5% | +2.4% | +4.2% | +4.0% |
| 6M | -56.4% | +12.0% | -68.4% | -61.2% |
| YTD | -69.0% | +15.3% | -84.3% | -73.1% |
| 1Y | -85.5% | +22.6% | -108.1% | -88.1% |
| 3Y | -96.1% | +74.7% | -170.8% | -97.8% |
| 5Y | -99.5% | +66.1% | -165.7% | -99.7% |
| All | -99.5% | +224.5% | -324.0% | -99.8% |
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