+57.5%
VT vs CAG
-41.0%
+98.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | +2.4% | -3.3% | +5.7% | +2.6% |
| 30D | -1.5% | +7.7% | -9.2% | -2.1% |
| 3M | -4.1% | -3.2% | -0.9% | -4.0% |
| 6M | +0.6% | +7.0% | -6.4% | -0.2% |
| YTD | +11.0% | -9.0% | +20.0% | +11.8% |
| 1Y | +13.3% | -9.6% | +23.0% | +14.1% |
| 3Y | +73.4% | -36.0% | +109.4% | +80.4% |
| All | +57.5% | -41.0% | +98.5% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling