+57.5%
VT vs CGNX
-37.5%
+95.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | +2.4% | +4.7% | -2.3% | +1.4% |
| 30D | -1.5% | -12.7% | +11.2% | +0.9% |
| 3M | -4.1% | -18.7% | +14.6% | -0.7% |
| 6M | +0.6% | -21.2% | +21.8% | +4.2% |
| YTD | +11.0% | +39.6% | -28.5% | -0.6% |
| 1Y | +13.3% | +35.6% | -22.2% | +2.1% |
| 3Y | +73.4% | +44.7% | +28.7% | +43.2% |
| All | +57.5% | -37.5% | +95.0% | +70.8% |
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