-42.5%
CVU vs VT
+345.0%
-387.5%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -4.1% | -3.6% | -5.3% |
| 7D | -10.1% | -4.2% | -5.9% | -7.7% |
| 30D | -13.9% | -5.8% | -8.1% | -10.8% |
| 3M | -10.1% | -5.2% | -4.8% | -7.2% |
| 6M | +17.4% | +0.1% | +17.2% | +17.5% |
| YTD | +12.6% | +8.2% | +4.4% | +7.9% |
| 1Y | +99.1% | +10.1% | +89.0% | +89.0% |
| 3Y | +49.7% | +69.7% | -20.0% | +11.8% |
| 5Y | +49.7% | +53.4% | -3.7% | +17.6% |
| 10Y | -31.4% | +219.2% | -250.6% | -60.2% |
| All | -42.5% | +345.0% | -387.5% | -72.1% |
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