-87.3%
CSTE vs VT
+335.9%
-423.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.0% | -4.1% | -17.9% | -17.8% |
| 7D | -24.3% | -4.2% | -20.1% | -20.3% |
| 30D | -54.0% | -5.8% | -48.2% | -50.5% |
| 3M | -44.8% | -5.2% | -39.6% | -41.1% |
| 6M | +1.6% | +0.1% | +1.5% | +3.0% |
| YTD | -31.2% | +8.2% | -39.4% | -35.2% |
| 1Y | +19.6% | +10.1% | +9.5% | +11.0% |
| 3Y | -68.6% | +69.7% | -138.3% | -81.2% |
| 5Y | -90.1% | +53.4% | -143.5% | -93.5% |
| 10Y | -95.0% | +219.2% | -314.2% | -98.6% |
| All | -87.3% | +335.9% | -423.1% | -96.9% |
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 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