+223.0%
VT vs CP
+220.9%
+2.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | +0.4% | -2.7% | +3.1% | +1.6% |
| 30D | +1.0% | +0.2% | +0.8% | +0.8% |
| 3M | +2.4% | +2.6% | -0.2% | +0.9% |
| 6M | +12.0% | +6.0% | +6.0% | +8.5% |
| YTD | +15.3% | +24.9% | -9.6% | +3.3% |
| 1Y | +22.6% | +20.1% | +2.5% | +11.6% |
| 3Y | +74.7% | +16.4% | +58.3% | +58.2% |
| 5Y | +66.1% | +31.7% | +34.4% | +39.0% |
| All | +223.0% | +220.9% | +2.1% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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