-59.2%
CTM vs VT
+121.1%
-180.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +0.3% |
| 7D | -7.2% | -0.3% | -6.9% | -6.9% |
| 30D | -21.5% | -1.4% | -20.0% | -20.2% |
| 3M | -38.1% | -1.4% | -36.7% | -37.2% |
| 6M | -27.6% | +5.5% | -33.1% | -30.6% |
| YTD | -45.7% | +12.8% | -58.6% | -50.5% |
| 1Y | -61.4% | +15.4% | -76.8% | -65.4% |
| 3Y | +26.6% | +76.9% | -50.3% | +5.9% |
| All | -59.2% | +121.1% | -180.3% | -58.2% |
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