+778.7%
CATY vs VT
+355.4%
+423.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.6% |
| 7D | +0.6% | -0.1% | +0.8% | +0.7% |
| 30D | +10.5% | -3.1% | +13.6% | +14.8% |
| 3M | +3.8% | -3.5% | +7.3% | +8.2% |
| 6M | +15.2% | +0.5% | +14.8% | +13.0% |
| YTD | +37.8% | +10.8% | +27.0% | +17.7% |
| 1Y | +42.3% | +11.9% | +30.4% | +19.7% |
| 3Y | +104.7% | +73.0% | +31.7% | -4.9% |
| 5Y | +70.5% | +58.6% | +11.9% | -11.4% |
| 10Y | +170.3% | +219.2% | -48.9% | -45.5% |
| All | +778.7% | +355.4% | +423.3% | +50.7% |
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