+3,214.0%
CVNA vs VT
+178.0%
+3,035.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.8% | +1.5% |
| 7D | +7.7% | -2.3% | +10.0% | +14.4% |
| 30D | +17.2% | -5.0% | +22.2% | +32.9% |
| 3M | +7.7% | -4.9% | +12.5% | +22.1% |
| 6M | -5.5% | -1.5% | -4.0% | -2.2% |
| YTD | -12.8% | +8.5% | -21.3% | -28.5% |
| 1Y | +26.8% | +11.4% | +15.4% | -2.4% |
| 3Y | +1,007.0% | +70.1% | +936.9% | +226.9% |
| 5Y | +23.5% | +53.7% | -30.2% | -41.5% |
| All | +3,214.0% | +178.0% | +3,035.9% | +454.8% |
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