-93.1%
CTEV vs VT
+189.9%
-283.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | +0.1% |
| 7D | +18.1% | +2.4% | +15.7% | +14.6% |
| 30D | +12.0% | -1.5% | +13.5% | +14.4% |
| 3M | -36.5% | -4.1% | -32.4% | -32.7% |
| 6M | -2.8% | +0.6% | -3.3% | -0.9% |
| YTD | -37.3% | +11.0% | -48.3% | -43.6% |
| 1Y | -39.3% | +13.3% | -52.7% | -46.6% |
| 3Y | -47.6% | +73.4% | -121.0% | -70.2% |
| 5Y | -83.7% | +57.4% | -141.1% | -90.1% |
| All | -93.1% | +189.9% | -283.0% | -96.4% |
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 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