+66.0%
VT vs CGNX
-25.9%
+91.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.5% |
| 7D | -0.1% | +3.2% | -3.4% | -0.8% |
| 30D | -0.7% | -3.7% | +3.1% | -0.1% |
| 3M | +4.0% | +1.0% | +3.0% | +3.1% |
| 6M | +12.3% | +22.1% | -9.8% | +6.8% |
| YTD | +14.0% | +72.7% | -58.7% | -1.3% |
| 1Y | +20.3% | +40.4% | -20.1% | +8.6% |
| 3Y | +75.4% | +45.2% | +30.2% | +49.9% |
| 5Y | +66.0% | -26.7% | +92.6% | +59.9% |
| All | +66.0% | -25.9% | +91.9% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling