+367.1%
VT vs CMS
+761.6%
-394.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.0% |
| 7D | -0.3% | +4.1% | -4.4% | -2.2% |
| 30D | -1.4% | +10.9% | -12.3% | -6.3% |
| 3M | -1.4% | -0.2% | -1.1% | -1.5% |
| 6M | +5.5% | -4.7% | +10.2% | +7.1% |
| YTD | +12.8% | +3.9% | +8.9% | +9.5% |
| 1Y | +15.4% | +0.4% | +15.1% | +13.8% |
| 3Y | +76.9% | +38.8% | +38.1% | +45.0% |
| 5Y | +60.4% | +37.1% | +23.3% | +29.1% |
| 10Y | +232.8% | +132.7% | +100.1% | +82.0% |
| All | +367.1% | +761.6% | -394.6% | -22.1% |
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