+272.5%
CVS vs VT
+374.2%
-101.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.0% | +0.4% | +3.5% | +3.6% |
| 30D | -2.4% | +1.0% | -3.4% | -3.0% |
| 3M | +2.7% | +2.4% | +0.3% | +0.9% |
| 6M | +21.9% | +12.0% | +9.9% | +13.0% |
| YTD | +24.7% | +15.3% | +9.4% | +13.3% |
| 1Y | +35.4% | +22.6% | +12.9% | +18.3% |
| 3Y | +65.2% | +74.7% | -9.5% | +13.9% |
| 5Y | +30.5% | +66.1% | -35.6% | -8.2% |
| 10Y | +40.4% | +225.0% | -184.6% | -35.7% |
| All | +272.5% | +374.2% | -101.7% | +37.7% |
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