+386.8%
CVSA vs VT
+215.5%
+171.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.6% | -2.5% |
| 7D | -11.3% | -2.3% | -9.0% | -9.4% |
| 30D | -13.3% | -5.0% | -8.4% | -9.7% |
| 3M | -11.2% | -4.9% | -6.3% | -7.5% |
| 6M | -4.3% | -1.5% | -2.8% | -3.8% |
| YTD | +6.6% | +8.5% | -1.9% | -1.5% |
| 1Y | +16.0% | +11.4% | +4.6% | +4.6% |
| 3Y | +99.9% | +70.1% | +29.8% | +26.8% |
| 5Y | +246.3% | +53.7% | +192.5% | +137.5% |
| All | +386.8% | +215.5% | +171.3% | +80.5% |
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