+192.1%
CTO vs VT
+374.2%
-182.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -0.4% | +0.4% | -0.8% | -0.8% |
| 30D | -1.4% | +1.0% | -2.4% | -2.4% |
| 3M | +9.1% | +2.4% | +6.7% | +5.8% |
| 6M | +13.1% | +12.0% | +1.1% | -0.1% |
| YTD | +21.3% | +15.3% | +5.9% | +3.8% |
| 1Y | +34.5% | +22.6% | +11.9% | +8.0% |
| 3Y | +56.9% | +74.7% | -17.7% | -13.3% |
| 5Y | +69.9% | +66.1% | +3.8% | -3.3% |
| 10Y | +155.9% | +225.0% | -69.1% | -32.4% |
| All | +192.1% | +374.2% | -182.1% | -60.1% |
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 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