+413.7%
VT vs CVE
+81.2%
+332.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.6% | -2.9% | +1.3% | -1.1% |
| 30D | -2.5% | -5.1% | +2.6% | -1.6% |
| 3M | -1.3% | +4.5% | -5.8% | -2.6% |
| 6M | +3.1% | +6.1% | -3.0% | +0.9% |
| YTD | +10.9% | +84.7% | -73.8% | -3.7% |
| 1Y | +12.1% | +83.4% | -71.4% | -2.7% |
| 3Y | +73.9% | +73.6% | +0.3% | +49.5% |
| 5Y | +58.0% | +183.3% | -125.3% | +18.1% |
| 10Y | +225.5% | +168.9% | +56.6% | +110.0% |
| All | +413.7% | +81.2% | +332.4% | +245.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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