+291.9%
VTI vs CVE
+136.7%
+155.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | +0.2% | -10.1% | +10.3% | +1.9% |
| 30D | -2.9% | -12.1% | +9.2% | -1.1% |
| 3M | -2.6% | -1.9% | -0.7% | -2.7% |
| 6M | +2.8% | -1.8% | +4.6% | +2.3% |
| YTD | +11.6% | +65.8% | -54.2% | +1.1% |
| 1Y | +13.6% | +60.8% | -47.2% | +3.4% |
| 3Y | +79.9% | +70.1% | +9.7% | +59.4% |
| 5Y | +64.3% | +134.8% | -70.5% | +34.5% |
| 10Y | +291.9% | +130.1% | +161.8% | +165.8% |
| All | +291.9% | +136.7% | +155.2% | +165.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling