+223.0%
VT vs CG
+359.8%
-136.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | +0.4% | -4.3% | +4.8% | +1.8% |
| 30D | +1.0% | -5.1% | +6.1% | +2.4% |
| 3M | +2.4% | +8.7% | -6.3% | -0.8% |
| 6M | +12.0% | -9.2% | +21.2% | +14.5% |
| YTD | +15.3% | -18.9% | +34.2% | +21.4% |
| 1Y | +22.6% | -25.6% | +48.2% | +32.0% |
| 3Y | +74.7% | +57.3% | +17.4% | +40.5% |
| 5Y | +66.1% | +10.2% | +56.0% | +44.7% |
| All | +223.0% | +359.8% | -136.8% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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