-62.6%
CSTE vs VT
+74.1%
-136.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.5% | +2.6% | +17.9% | +17.4% |
| 7D | -7.3% | +0.4% | -7.6% | -6.4% |
| 30D | -46.3% | -2.6% | -43.7% | -43.9% |
| 3M | -33.5% | -3.2% | -30.2% | -30.2% |
| 6M | +10.9% | +0.9% | +9.9% | +11.7% |
| YTD | -17.7% | +11.3% | -29.1% | -23.7% |
| 1Y | +54.5% | +14.0% | +40.5% | +40.5% |
| 3Y | -62.6% | +75.8% | -138.4% | -72.9% |
| All | -62.6% | +74.1% | -136.7% | -72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling