+39.5%
CTA vs VT
+81.2%
-41.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.6% |
| 7D | +1.2% | +2.9% | -1.7% | +1.8% |
| 30D | -9.4% | -2.5% | -6.9% | -9.8% |
| 3M | +1.0% | -3.3% | +4.3% | +0.4% |
| 6M | -13.1% | +1.5% | -14.6% | -12.6% |
| YTD | +4.0% | +11.4% | -7.4% | +6.1% |
| 1Y | +4.2% | +11.9% | -7.7% | +6.4% |
| 3Y | +21.7% | +73.9% | -52.1% | +34.8% |
| All | +39.5% | +81.2% | -41.7% | +56.7% |
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