+13.5%
VTV vs CAKE
+66.6%
-53.1%
-2.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.7% |
| 7D | -1.1% | -4.5% | +3.4% | -0.9% |
| 30D | -1.0% | -12.4% | +11.4% | -0.6% |
| 3M | +4.6% | +37.3% | -32.7% | +2.8% |
| 6M | +13.5% | +70.7% | -57.2% | +8.7% |
| All | +13.5% | +66.6% | -53.1% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 6mo: compounded portfolio wealth divided by compounded CAKE 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…
6mo analysis · Full analysis span regression · 6 months rolling