-77.1%
CSTE vs VT
+66.2%
-143.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -5.4% | +0.4% | -5.9% | -5.8% |
| 30D | +28.0% | +1.0% | +27.0% | +26.9% |
| 3M | +71.7% | +2.4% | +69.3% | +68.1% |
| 6M | +233.7% | +12.0% | +221.7% | +203.2% |
| YTD | +59.7% | +15.3% | +44.3% | +41.6% |
| 1Y | +113.7% | +22.6% | +91.1% | +80.8% |
| 3Y | -29.6% | +74.7% | -104.3% | -55.8% |
| All | -77.1% | +66.2% | -143.3% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling