+349.8%
CVX vs VT
+345.0%
+4.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | +2.0% |
| 7D | -8.0% | -4.2% | -3.8% | -4.4% |
| 30D | +2.6% | -5.8% | +8.4% | +8.1% |
| 3M | +15.2% | -5.2% | +20.5% | +20.4% |
| 6M | +12.5% | +0.1% | +12.4% | +10.3% |
| YTD | +43.6% | +8.2% | +35.4% | +29.1% |
| 1Y | +45.0% | +10.1% | +34.9% | +27.9% |
| 3Y | +63.5% | +69.7% | -6.1% | -7.4% |
| 5Y | +126.8% | +53.4% | +73.4% | +39.0% |
| 10Y | +209.8% | +219.2% | -9.4% | -5.4% |
| All | +349.8% | +345.0% | +4.8% | -11.0% |
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