+223.0%
VT vs CMS
+117.1%
+105.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.4% | +0.4% | +0.1% | +0.3% |
| 30D | +1.0% | -3.6% | +4.6% | +2.1% |
| 3M | +2.4% | -1.9% | +4.3% | +2.6% |
| 6M | +12.0% | -11.0% | +23.0% | +15.6% |
| YTD | +15.3% | +0.2% | +15.1% | +14.5% |
| 1Y | +22.6% | -1.3% | +23.9% | +22.1% |
| 3Y | +74.7% | +35.9% | +38.7% | +54.2% |
| 5Y | +66.1% | +23.1% | +43.1% | +50.1% |
| All | +223.0% | +117.1% | +105.9% | +157.2% |
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