+213.7%
VT vs CAH
+440.2%
-226.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | -0.1% |
| 7D | -2.3% | +8.5% | -10.8% | -4.2% |
| 30D | -5.0% | +17.0% | -22.0% | -8.6% |
| 3M | -4.9% | +14.6% | -19.5% | -8.1% |
| 6M | -1.5% | +42.5% | -44.1% | -10.1% |
| YTD | +8.5% | +33.5% | -25.0% | +0.2% |
| 1Y | +11.4% | +38.5% | -27.2% | +1.9% |
| 3Y | +70.1% | +179.0% | -108.9% | +26.6% |
| 5Y | +53.7% | +507.2% | -453.5% | -9.7% |
| All | +213.7% | +440.2% | -226.5% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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