-62.7%
CATO vs VT
+355.4%
-418.2%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | 0.0% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -7.3% | -3.1% | -4.2% | -4.9% |
| 3M | -31.0% | -3.5% | -27.5% | -28.9% |
| 6M | -20.8% | +0.5% | -21.2% | -21.5% |
| YTD | -25.9% | +10.8% | -36.7% | -33.0% |
| 1Y | -38.9% | +11.9% | -50.8% | -45.2% |
| 3Y | -63.2% | +73.0% | -136.2% | -77.8% |
| 5Y | -84.7% | +58.6% | -143.3% | -90.0% |
| 10Y | -88.2% | +219.2% | -307.4% | -96.0% |
| All | -62.7% | +355.4% | -418.2% | -91.0% |
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