+763.5%
CATY vs VT
+346.0%
+417.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.2% |
| 7D | -0.3% | -2.3% | +2.0% | +2.7% |
| 30D | +8.6% | -5.0% | +13.6% | +15.9% |
| 3M | +1.4% | -4.9% | +6.3% | +7.8% |
| 6M | +13.5% | -1.5% | +15.0% | +14.3% |
| YTD | +35.4% | +8.5% | +26.9% | +19.0% |
| 1Y | +41.7% | +11.4% | +30.3% | +20.0% |
| 3Y | +91.2% | +70.1% | +21.1% | -9.2% |
| 5Y | +67.7% | +53.7% | +13.9% | -9.2% |
| 10Y | +202.9% | +220.0% | -17.1% | -39.2% |
| All | +763.5% | +346.0% | +417.5% | +52.3% |
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