+189.3%
VTI vs CTVA
+211.9%
-22.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | -0.4% | -5.8% | +5.5% | +1.5% |
| 30D | -1.6% | +11.1% | -12.7% | -4.9% |
| 3M | +3.6% | +13.2% | -9.7% | -1.2% |
| 6M | +13.0% | +8.7% | +4.3% | +8.9% |
| YTD | +12.7% | +27.3% | -14.6% | +2.9% |
| 1Y | +18.4% | +18.0% | +0.4% | +10.3% |
| 3Y | +76.4% | +76.5% | -0.1% | +40.5% |
| 5Y | +73.7% | +105.1% | -31.4% | +28.7% |
| All | +189.3% | +211.9% | -22.5% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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