-92.7%
CTEV vs VT
+192.5%
-285.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -3.1% |
| 7D | +30.2% | -0.7% | +30.9% | +31.5% |
| 30D | +15.9% | -1.7% | +17.7% | +18.6% |
| 3M | -19.3% | -2.3% | -17.0% | -16.4% |
| 6M | -4.9% | +1.5% | -6.4% | -4.2% |
| YTD | -34.0% | +12.0% | -46.1% | -41.4% |
| 1Y | -50.7% | +12.9% | -63.6% | -56.2% |
| 3Y | -49.3% | +74.9% | -124.2% | -71.5% |
| 5Y | -82.8% | +59.9% | -142.8% | -89.8% |
| All | -92.7% | +192.5% | -285.3% | -96.3% |
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