+54.5%
CTEF vs VT
+24.0%
+30.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | +0.2% |
| 7D | -8.0% | -4.2% | -3.8% | -2.3% |
| 30D | -12.5% | -5.8% | -6.7% | -4.9% |
| 3M | -16.8% | -5.2% | -11.6% | -10.3% |
| 6M | -3.1% | +0.1% | -3.2% | -3.0% |
| YTD | +16.0% | +8.2% | +7.7% | +4.7% |
| 1Y | +17.0% | +10.1% | +6.9% | +3.4% |
| All | +54.5% | +24.0% | +30.5% | +20.4% |
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