-57.7%
CATO vs VT
+374.2%
-431.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.9% | +0.4% | -2.3% | -2.3% |
| 30D | -24.2% | +1.0% | -25.2% | -24.8% |
| 3M | -20.7% | +2.4% | -23.1% | -22.4% |
| 6M | -16.7% | +12.0% | -28.7% | -25.2% |
| YTD | -15.9% | +15.3% | -31.2% | -26.4% |
| 1Y | -42.2% | +22.6% | -64.8% | -52.1% |
| 3Y | -61.0% | +74.7% | -135.7% | -76.7% |
| 5Y | -79.9% | +66.1% | -146.1% | -87.5% |
| 10Y | -86.4% | +225.0% | -311.4% | -95.4% |
| All | -57.7% | +374.2% | -431.9% | -90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling