+113.3%
CTAS vs VCIT
+3.2%
+110.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +1.2% | +0.1% | +1.1% | +1.0% |
| 30D | +12.8% | +1.9% | +10.8% | +10.7% |
| 3M | +10.3% | -1.4% | +11.7% | +11.8% |
| 6M | +32.0% | -2.1% | +34.1% | +34.8% |
| YTD | +19.1% | -1.6% | +20.8% | +21.0% |
| 1Y | +21.5% | -0.9% | +22.4% | +22.6% |
| 3Y | +76.0% | +20.0% | +56.1% | +47.6% |
| All | +113.3% | +3.2% | +110.1% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling