-33.5%
CTEC vs VT
+115.4%
-149.0%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.3% |
| 7D | +0.2% | -2.3% | +2.5% | +3.8% |
| 30D | -10.9% | -5.0% | -6.0% | -3.6% |
| 3M | -12.5% | -4.9% | -7.6% | -5.2% |
| 6M | -29.3% | -1.5% | -27.7% | -26.3% |
| YTD | -5.6% | +8.5% | -14.1% | -14.4% |
| 1Y | -16.9% | +11.4% | -28.2% | -27.3% |
| 3Y | +8.2% | +70.1% | -61.9% | -49.4% |
| 5Y | -51.1% | +53.7% | -104.8% | -71.5% |
| All | -33.5% | +115.4% | -149.0% | -75.8% |
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 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