+135.2%
CTO vs VT
+221.8%
-86.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +0.6% | +2.4% | -1.8% | -1.0% |
| 30D | -0.7% | -1.5% | +0.8% | +0.2% |
| 3M | -5.8% | -4.1% | -1.7% | -3.3% |
| 6M | +5.8% | +0.6% | +5.2% | +4.5% |
| YTD | +16.8% | +11.0% | +5.7% | +6.9% |
| 1Y | +26.1% | +13.3% | +12.7% | +13.7% |
| 3Y | +60.0% | +73.4% | -13.4% | +3.7% |
| 5Y | +64.0% | +57.4% | +6.6% | +13.7% |
| All | +135.2% | +221.8% | -86.5% | -14.6% |
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