+213.0%
VT vs CP
+259.9%
-47.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.8% |
| 7D | -4.2% | +6.1% | -10.3% | -6.7% |
| 30D | -5.8% | +9.8% | -15.6% | -9.7% |
| 3M | -5.2% | +2.7% | -8.0% | -6.6% |
| 6M | +0.1% | +12.8% | -12.6% | -5.7% |
| YTD | +8.2% | +28.2% | -19.9% | -4.3% |
| 1Y | +10.1% | +34.1% | -24.0% | -4.7% |
| 3Y | +69.7% | +28.9% | +40.8% | +46.3% |
| 5Y | +53.4% | +27.1% | +26.3% | +30.7% |
| All | +213.0% | +259.9% | -47.0% | +68.2% |
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