-90.1%
CTEV vs VT
+201.1%
-291.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.4% | +0.4% | -2.9% | -3.0% |
| 30D | +47.1% | +1.0% | +46.1% | +45.8% |
| 3M | +39.4% | +2.4% | +37.0% | +35.9% |
| 6M | +115.7% | +12.0% | +103.7% | +93.4% |
| YTD | -10.1% | +15.3% | -25.4% | -23.3% |
| 1Y | -43.2% | +22.6% | -65.8% | -54.6% |
| 3Y | -45.4% | +74.7% | -120.1% | -69.7% |
| 5Y | -84.3% | +66.1% | -150.5% | -91.1% |
| All | -90.1% | +201.1% | -291.2% | -95.1% |
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