+13.5%
VT vs CGNX
+43.9%
-30.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.3% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -2.5% | -10.6% | +8.1% | -1.5% |
| 3M | -1.3% | -13.7% | +12.4% | -0.1% |
| 6M | +3.1% | +4.2% | -1.1% | +2.6% |
| YTD | +10.9% | +62.2% | -51.3% | +5.8% |
| All | +13.5% | +43.9% | -30.5% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling