-63.3%
CTEV vs VT
+10.5%
-73.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +0.2% | +12.1% | +11.9% |
| 7D | -5.4% | -2.3% | -3.1% | -0.8% |
| 30D | -9.3% | -5.0% | -4.3% | +0.5% |
| 3M | -15.4% | -4.9% | -10.5% | -5.6% |
| 6M | -14.2% | -1.5% | -12.7% | -8.1% |
| YTD | -46.9% | +8.5% | -55.4% | -52.6% |
| 1Y | -63.3% | +11.4% | -74.7% | -70.2% |
| All | -63.3% | +10.5% | -73.8% | -70.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling