-61.4%
CTM vs VT
+15.2%
-76.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | -1.3% |
| 7D | -7.2% | -0.3% | -6.9% | -6.6% |
| 30D | -21.5% | -1.4% | -20.0% | -19.1% |
| 3M | -38.1% | -1.4% | -36.7% | -36.4% |
| 6M | -27.6% | +5.5% | -33.1% | -34.7% |
| YTD | -45.7% | +12.8% | -58.6% | -56.5% |
| 1Y | -61.4% | +15.4% | -76.8% | -69.5% |
| All | -61.4% | +15.2% | -76.6% | -69.5% |
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