-94.6%
CTOR vs VT
+92.3%
-186.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -0.4% |
| 7D | -5.2% | -0.3% | -4.9% | -5.2% |
| 30D | -37.4% | -1.4% | -36.0% | -37.5% |
| 3M | -17.1% | -1.4% | -15.7% | -17.2% |
| 6M | -40.5% | +5.5% | -46.0% | -40.1% |
| YTD | -45.3% | +12.8% | -58.1% | -44.6% |
| 1Y | -65.2% | +15.4% | -80.6% | -64.3% |
| 3Y | -95.0% | +76.9% | -171.8% | -89.9% |
| All | -94.6% | +92.3% | -186.9% | -89.1% |
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