+377.6%
CTRE vs VT
+223.7%
+153.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | -0.6% |
| 7D | +7.5% | +0.4% | +7.2% | +7.1% |
| 30D | +7.9% | -2.6% | +10.5% | +10.2% |
| 3M | -4.7% | -3.2% | -1.5% | -2.1% |
| 6M | -4.7% | +0.9% | -5.6% | -6.5% |
| YTD | +10.8% | +11.3% | -0.5% | -1.4% |
| 1Y | +11.9% | +14.0% | -2.1% | -2.8% |
| 3Y | +105.7% | +75.8% | +29.9% | +12.0% |
| 5Y | +134.4% | +57.8% | +76.6% | +42.4% |
| 10Y | +377.6% | +219.8% | +157.8% | +43.4% |
| All | +377.6% | +223.7% | +153.9% | +43.4% |
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