+3,335.1%
CVNA vs VT
+185.3%
+3,149.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | -2.7% |
| 7D | +5.9% | +0.4% | +5.5% | +5.2% |
| 30D | +19.7% | -2.6% | +22.3% | +27.8% |
| 3M | +7.6% | -3.2% | +10.9% | +17.0% |
| 6M | -2.2% | +0.9% | -3.1% | -4.6% |
| YTD | -9.6% | +11.3% | -21.0% | -30.5% |
| 1Y | +25.4% | +14.0% | +11.4% | -8.8% |
| 3Y | +1,152.6% | +75.8% | +1,076.8% | +240.2% |
| 5Y | +28.9% | +57.8% | -29.0% | -42.8% |
| All | +3,335.1% | +185.3% | +3,149.9% | +439.7% |
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