+213.7%
VT vs CP
+253.8%
-40.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +1.0% |
| 7D | -2.3% | +2.8% | -5.1% | -3.5% |
| 30D | -5.0% | +10.2% | -15.2% | -9.0% |
| 3M | -4.9% | +2.4% | -7.2% | -6.1% |
| 6M | -1.5% | +7.7% | -9.2% | -5.3% |
| YTD | +8.5% | +26.0% | -17.5% | -3.4% |
| 1Y | +11.4% | +34.6% | -23.3% | -3.8% |
| 3Y | +70.1% | +26.7% | +43.4% | +47.7% |
| 5Y | +53.7% | +24.9% | +28.8% | +32.0% |
| All | +213.7% | +253.8% | -40.1% | +69.9% |
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