+69.7%
VT vs CAG
-32.9%
+102.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.7% | -6.8% | -4.1% |
| 7D | -4.2% | +11.4% | -15.5% | -4.2% |
| 30D | -5.8% | +16.7% | -22.5% | -5.9% |
| 3M | -5.2% | +4.5% | -9.8% | -5.3% |
| 6M | +0.1% | +13.3% | -13.2% | +0.1% |
| YTD | +8.2% | -4.2% | +12.4% | +8.7% |
| 1Y | +10.1% | -2.9% | +13.0% | +10.5% |
| All | +69.7% | -32.9% | +102.6% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling