+377.4%
VT vs CAH
+943.0%
-565.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +0.4% | +5.4% | -4.9% | -1.5% |
| 30D | +1.0% | +3.3% | -2.3% | -0.3% |
| 3M | +2.4% | +22.8% | -20.4% | -5.4% |
| 6M | +12.0% | +11.3% | +0.7% | +6.9% |
| YTD | +15.3% | +21.1% | -5.8% | +6.1% |
| 1Y | +22.6% | +67.2% | -44.7% | -1.3% |
| 3Y | +74.7% | +195.6% | -121.0% | +9.8% |
| 5Y | +66.1% | +413.8% | -347.7% | -18.6% |
| 10Y | +225.0% | +309.6% | -84.6% | +58.8% |
| All | +377.4% | +943.0% | -565.6% | +22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling