+214.2%
CAT vs VTI
+66.0%
+148.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.1% |
| 7D | +9.3% | +3.4% | +6.0% | +5.7% |
| 30D | -21.5% | -2.3% | -19.2% | -19.3% |
| 3M | -29.1% | -2.2% | -26.9% | -27.2% |
| 6M | -33.4% | +3.3% | -36.6% | -35.0% |
| YTD | +6.6% | +12.1% | -5.5% | -3.8% |
| 1Y | +6.5% | +12.2% | -5.7% | -3.8% |
| 3Y | +162.7% | +78.0% | +84.6% | +58.4% |
| 5Y | +214.2% | +65.2% | +149.0% | +92.6% |
| All | +214.2% | +66.0% | +148.2% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTI.
Daily Out/Under-Performance
Portfolio return minus VTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTI 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 VTI 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