+98.4%
CTM vs VT
+75.0%
+23.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.7% | +3.7% |
| 7D | +3.0% | +0.4% | +2.5% | +2.4% |
| 30D | -20.5% | +1.0% | -21.5% | -21.9% |
| 3M | -17.9% | +2.4% | -20.3% | -20.9% |
| 6M | -34.3% | +12.0% | -46.3% | -44.3% |
| YTD | -30.8% | +15.3% | -46.1% | -43.5% |
| 1Y | -42.1% | +22.6% | -64.7% | -56.4% |
| All | +98.4% | +75.0% | +23.4% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling