-0.2%
CEV price history and return analytics
+57.4%
-57.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.4% |
| 7D | +4.4% | +0.4% | +4.0% | +4.3% |
| 30D | +5.3% | -2.6% | +7.9% | +5.8% |
| 3M | +6.0% | -3.2% | +9.2% | +6.6% |
| 6M | +8.3% | +0.9% | +7.3% | +7.9% |
| YTD | +14.3% | +11.3% | +3.0% | +11.8% |
| 1Y | +10.9% | +14.0% | -3.1% | +7.9% |
| 3Y | +38.2% | +75.8% | -37.6% | +23.1% |
| 5Y | -0.2% | +57.8% | -58.1% | -9.1% |
| All | -0.2% | +57.4% | -57.6% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling