-86.8%
CATO vs VT
+215.5%
-302.3%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +1.3% | -2.3% | +3.6% | +3.2% |
| 30D | -1.3% | -5.0% | +3.7% | +2.9% |
| 3M | -29.1% | -4.9% | -24.2% | -26.2% |
| 6M | -18.8% | -1.5% | -17.2% | -18.1% |
| YTD | -24.3% | +8.5% | -32.8% | -29.8% |
| 1Y | -38.1% | +11.4% | -49.5% | -43.8% |
| 3Y | -62.3% | +70.1% | -132.3% | -76.2% |
| 5Y | -84.4% | +53.7% | -138.1% | -89.3% |
| All | -86.8% | +215.5% | -302.3% | -93.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling