-92.6%
CTEV vs VT
+189.2%
-281.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.5% | -0.5% | +19.9% | +20.1% |
| 7D | +36.5% | -0.1% | +36.7% | +37.0% |
| 30D | +16.3% | -3.1% | +19.3% | +21.1% |
| 3M | -15.8% | -3.5% | -12.4% | -11.4% |
| 6M | +6.2% | +0.5% | +5.7% | +8.4% |
| YTD | -32.9% | +10.8% | -43.7% | -39.5% |
| 1Y | -50.4% | +11.9% | -62.3% | -55.4% |
| 3Y | -48.4% | +73.0% | -121.4% | -70.6% |
| 5Y | -80.9% | +58.6% | -139.5% | -88.5% |
| All | -92.6% | +189.2% | -281.8% | -96.2% |
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