+4.6%
CTA vs VT
+15.2%
-10.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.7% | -7.4% | -4.7% |
| 7D | -11.4% | -0.3% | -11.1% | -11.4% |
| 30D | -6.9% | -1.4% | -5.4% | -7.5% |
| 3M | +6.5% | -1.4% | +7.9% | +6.0% |
| 6M | -15.7% | +5.5% | -21.1% | -13.0% |
| YTD | +2.8% | +12.8% | -10.1% | +9.2% |
| 1Y | +4.6% | +15.4% | -10.8% | +9.9% |
| All | +4.6% | +15.2% | -10.6% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling