+213.0%
VT vs CMS
+130.3%
+82.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -4.2% | +1.7% | -5.8% | -4.6% |
| 30D | -5.8% | +8.6% | -14.4% | -8.2% |
| 3M | -5.2% | -0.5% | -4.8% | -5.2% |
| 6M | +0.1% | -4.2% | +4.3% | +1.0% |
| YTD | +8.2% | +3.4% | +4.8% | +6.4% |
| 1Y | +10.1% | +0.4% | +9.7% | +9.2% |
| 3Y | +69.7% | +38.2% | +31.4% | +49.3% |
| 5Y | +53.4% | +35.4% | +18.0% | +34.1% |
| All | +213.0% | +130.3% | +82.6% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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