+813.9%
CTAS vs VCIT
+29.7%
+784.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -0.7% | +0.7% | -1.4% | -1.4% |
| 30D | +10.3% | +1.8% | +8.5% | +8.4% |
| 3M | +10.2% | -1.6% | +11.7% | +11.8% |
| 6M | +34.4% | -2.1% | +36.5% | +37.1% |
| YTD | +19.6% | -1.6% | +21.1% | +21.4% |
| 1Y | +21.8% | -0.8% | +22.6% | +22.7% |
| 3Y | +74.1% | +19.9% | +54.2% | +46.6% |
| 5Y | +114.0% | +3.3% | +110.7% | +105.8% |
| 10Y | +813.9% | +30.6% | +783.3% | +840.7% |
| All | +813.9% | +29.7% | +784.3% | +840.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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