+70.1%
VT vs CG
+47.3%
+22.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -2.3% | -1.2% | -1.1% | -2.0% |
| 30D | -5.0% | +5.0% | -10.0% | -6.2% |
| 3M | -4.9% | -18.2% | +13.3% | -0.4% |
| 6M | -1.5% | -20.7% | +19.2% | +3.6% |
| YTD | +8.5% | -31.4% | +39.9% | +17.6% |
| 1Y | +11.4% | -22.3% | +33.6% | +16.7% |
| 3Y | +70.1% | +50.2% | +19.9% | +47.9% |
| All | +70.1% | +47.3% | +22.8% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling