+1,123.7%
CAT vs VTV
+232.1%
+891.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.4% |
| 7D | +0.6% | -2.1% | +2.7% | +3.3% |
| 30D | -4.5% | -1.3% | -3.2% | -2.9% |
| 3M | -5.8% | +5.6% | -11.4% | -12.0% |
| 6M | +12.7% | +12.4% | +0.4% | -2.0% |
| YTD | +41.4% | +17.6% | +23.7% | +16.6% |
| 1Y | +92.1% | +23.5% | +68.6% | +49.0% |
| 3Y | +197.5% | +67.0% | +130.4% | +61.1% |
| 5Y | +327.9% | +80.5% | +247.4% | +112.9% |
| All | +1,123.7% | +232.1% | +891.6% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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