+215.4%
CVS vs VT
+345.0%
-129.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +4.2% |
| 7D | -10.0% | -4.2% | -5.8% | -7.9% |
| 30D | -5.2% | -5.8% | +0.6% | -2.1% |
| 3M | -17.4% | -5.2% | -12.1% | -15.0% |
| 6M | +2.1% | +0.1% | +2.0% | +1.3% |
| YTD | +5.6% | +8.2% | -2.6% | -0.7% |
| 1Y | +6.7% | +10.1% | -3.4% | -0.8% |
| 3Y | +29.6% | +69.7% | -40.0% | -9.5% |
| 5Y | +2.5% | +53.4% | -50.9% | -24.5% |
| 10Y | +34.8% | +219.2% | -184.4% | -37.7% |
| All | +215.4% | +345.0% | -129.6% | +20.7% |
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 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