+213.7%
VT vs CAG
-38.1%
+251.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +0.5% |
| 7D | -2.3% | +5.8% | -8.1% | -3.1% |
| 30D | -5.0% | +16.4% | -21.3% | -7.0% |
| 3M | -4.9% | +3.8% | -8.7% | -5.6% |
| 6M | -1.5% | +10.8% | -12.4% | -3.4% |
| YTD | +8.5% | -5.8% | +14.3% | +8.7% |
| 1Y | +11.4% | -2.4% | +13.8% | +10.9% |
| 3Y | +70.1% | -33.4% | +103.5% | +78.1% |
| 5Y | +53.7% | -39.4% | +93.2% | +62.9% |
| All | +213.7% | -38.1% | +251.7% | +222.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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