-95.0%
CSTE vs VT
+215.5%
-310.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -1.0% |
| 7D | -26.2% | -2.3% | -23.8% | -23.9% |
| 30D | -53.8% | -5.0% | -48.9% | -51.0% |
| 3M | -42.3% | -4.9% | -37.4% | -38.9% |
| 6M | -8.6% | -1.5% | -7.1% | -6.1% |
| YTD | -31.7% | +8.5% | -40.2% | -35.5% |
| 1Y | +28.3% | +11.4% | +16.9% | +18.7% |
| 3Y | -70.5% | +70.1% | -140.5% | -81.4% |
| 5Y | -90.2% | +53.7% | -143.9% | -93.2% |
| All | -95.0% | +215.5% | -310.5% | -98.4% |
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