-91.5%
CTOR vs VT
+96.6%
-188.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.6% | +8.6% |
| 7D | +10.8% | +0.4% | +10.4% | +10.8% |
| 30D | +9.6% | +1.0% | +8.6% | +9.6% |
| 3M | +8.0% | +2.4% | +5.7% | +7.9% |
| 6M | -21.1% | +12.0% | -33.1% | -21.1% |
| YTD | -14.0% | +15.3% | -29.3% | -12.8% |
| 1Y | -54.0% | +22.6% | -76.6% | -51.7% |
| 3Y | -92.0% | +74.7% | -166.6% | -83.8% |
| All | -91.5% | +96.6% | -188.0% | -82.8% |
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