-68.4%
CTM vs VT
+112.6%
-181.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.2% | -20.3% | -20.3% |
| 7D | -21.9% | -2.3% | -19.5% | -20.1% |
| 30D | -39.9% | -5.0% | -35.0% | -36.7% |
| 3M | -52.4% | -4.9% | -47.5% | -49.9% |
| 6M | -45.2% | -1.5% | -43.7% | -43.9% |
| YTD | -58.0% | +8.5% | -66.5% | -60.2% |
| 1Y | -67.0% | +11.4% | -78.4% | -69.4% |
| 3Y | +5.9% | +70.1% | -64.2% | -7.9% |
| All | -68.4% | +112.6% | -181.0% | -66.4% |
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