+255.1%
VTI vs CVNA
+2,461.5%
-2,206.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | -0.9% | -7.3% | +6.4% | -0.3% |
| 30D | -1.4% | -4.6% | +3.1% | -1.2% |
| 3M | +3.6% | +2.0% | +1.6% | +3.0% |
| 6M | +13.6% | +11.7% | +1.9% | +11.8% |
| YTD | +12.9% | -18.1% | +31.0% | +13.7% |
| 1Y | +17.2% | -2.4% | +19.6% | +15.7% |
| 3Y | +75.7% | +580.6% | -504.9% | +41.5% |
| 5Y | +75.4% | +4.9% | +70.6% | +48.9% |
| All | +255.1% | +2,461.5% | -2,206.3% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 CVNA 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