+339.7%
VT vs CG
+283.8%
+55.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.5% | +2.5% | -2.2% |
| 7D | -4.2% | -1.5% | -2.7% | -3.8% |
| 30D | -5.8% | +2.8% | -8.6% | -6.7% |
| 3M | -5.2% | -19.2% | +14.0% | +0.4% |
| 6M | +0.1% | -21.0% | +21.1% | +6.4% |
| YTD | +8.2% | -31.0% | +39.2% | +18.8% |
| 1Y | +10.1% | -21.1% | +31.2% | +15.9% |
| 3Y | +69.7% | +48.8% | +20.9% | +41.4% |
| 5Y | +53.4% | -21.5% | +74.9% | +49.6% |
| 10Y | +219.2% | +298.1% | -78.9% | +92.8% |
| All | +339.7% | +283.8% | +55.9% | +158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling