+809.5%
VTI vs CVE
+89.9%
+719.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | +0.1% | +2.5% | -2.4% | -0.4% |
| 30D | 0.0% | +16.7% | -16.7% | -3.0% |
| 3M | +2.0% | +9.3% | -7.3% | -0.2% |
| 6M | +13.0% | +43.6% | -30.6% | +4.3% |
| YTD | +13.9% | +93.6% | -79.6% | -1.1% |
| 1Y | +20.0% | +98.8% | -78.8% | +3.4% |
| 3Y | +75.8% | +73.6% | +2.2% | +52.5% |
| 5Y | +73.8% | +312.5% | -238.6% | +22.6% |
| 10Y | +297.5% | +161.0% | +136.4% | +164.7% |
| All | +809.5% | +89.9% | +719.6% | +518.6% |
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