+294.6%
VTI vs CVE
+170.0%
+124.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.0% |
| 7D | +0.6% | +0.2% | +0.5% | +0.6% |
| 30D | -1.1% | +17.5% | -18.6% | -3.7% |
| 3M | +3.9% | +16.2% | -12.3% | +1.0% |
| 6M | +14.6% | +47.8% | -33.1% | +6.6% |
| YTD | +13.3% | +98.5% | -85.2% | 0.0% |
| 1Y | +19.2% | +109.8% | -90.6% | +4.0% |
| 3Y | +77.4% | +75.5% | +1.9% | +56.7% |
| 5Y | +74.0% | +341.6% | -267.5% | +28.7% |
| 10Y | +294.6% | +159.8% | +134.8% | +165.4% |
| All | +294.6% | +170.0% | +124.6% | +165.4% |
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