+377.4%
VT vs CMS
+731.0%
-353.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +0.4% | +0.4% | +0.1% | +0.3% |
| 30D | +1.0% | -3.6% | +4.6% | +2.7% |
| 3M | +2.4% | -1.9% | +4.3% | +2.8% |
| 6M | +12.0% | -11.0% | +23.0% | +17.6% |
| YTD | +15.3% | +0.2% | +15.1% | +14.1% |
| 1Y | +22.6% | -1.3% | +23.9% | +21.8% |
| 3Y | +74.7% | +35.9% | +38.7% | +44.5% |
| 5Y | +66.1% | +23.1% | +43.1% | +41.6% |
| 10Y | +225.0% | +117.9% | +107.1% | +84.4% |
| All | +377.4% | +731.0% | -353.6% | -18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling