-94.8%
CTEV vs VT
+182.6%
-277.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.1% | -2.6% | -1.4% |
| 7D | -15.8% | -4.2% | -11.6% | -10.9% |
| 30D | -16.1% | -5.8% | -10.3% | -9.3% |
| 3M | -22.6% | -5.2% | -17.4% | -16.5% |
| 6M | -23.3% | +0.1% | -23.5% | -21.1% |
| YTD | -52.7% | +8.2% | -60.9% | -56.0% |
| 1Y | -68.9% | +10.1% | -79.0% | -71.5% |
| 3Y | -69.4% | +69.7% | -139.0% | -82.1% |
| 5Y | -87.2% | +53.4% | -140.6% | -92.0% |
| All | -94.8% | +182.6% | -277.4% | -97.2% |
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 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