+35.8%
CTA vs VT
+81.1%
-45.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.1% |
| 7D | -6.0% | +0.4% | -6.4% | -5.9% |
| 30D | -9.4% | -2.6% | -6.8% | -9.8% |
| 3M | +3.2% | -3.2% | +6.4% | +2.7% |
| 6M | -11.8% | +0.9% | -12.8% | -11.5% |
| YTD | +1.2% | +11.3% | -10.1% | +3.3% |
| 1Y | +2.9% | +14.0% | -11.1% | +5.3% |
| 3Y | +18.3% | +75.8% | -57.6% | +31.2% |
| All | +35.8% | +81.1% | -45.3% | +52.5% |
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