-60.5%
CTM vs VT
+112.1%
-172.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.7% | +0.8% |
| 7D | -6.2% | -4.2% | -2.0% | -2.0% |
| 30D | -25.4% | -5.8% | -19.6% | -20.7% |
| 3M | -39.7% | -5.2% | -34.5% | -36.4% |
| 6M | -28.9% | +0.1% | -29.0% | -28.2% |
| YTD | -47.5% | +8.2% | -55.8% | -50.1% |
| 1Y | -61.5% | +10.1% | -71.6% | -63.9% |
| 3Y | +22.4% | +69.7% | -47.3% | +6.8% |
| All | -60.5% | +112.1% | -172.6% | -57.9% |
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