+221.6%
VT vs CGNX
+182.0%
+39.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.0% | +1.5% | -3.5% | -2.4% |
| 30D | -1.4% | -1.8% | +0.4% | -1.2% |
| 3M | +4.7% | +5.3% | -0.5% | +2.6% |
| 6M | +11.4% | +22.3% | -10.9% | +4.7% |
| YTD | +13.1% | +72.2% | -59.1% | -4.9% |
| 1Y | +19.0% | +39.8% | -20.8% | +5.0% |
| 3Y | +73.9% | +44.8% | +29.1% | +45.3% |
| 5Y | +65.4% | -27.0% | +92.4% | +63.3% |
| All | +221.6% | +182.0% | +39.6% | +112.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling