+3,884.2%
CTAS vs VCIT
+96.6%
+3,787.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.3% |
| 7D | +3.8% | +0.5% | +3.4% | +3.6% |
| 30D | +15.5% | +2.1% | +13.5% | +14.4% |
| 3M | +12.7% | -1.6% | +14.3% | +13.6% |
| 6M | +34.5% | -1.6% | +36.1% | +35.5% |
| YTD | +21.3% | -1.5% | +22.8% | +22.2% |
| 1Y | +23.1% | -0.4% | +23.5% | +23.4% |
| 3Y | +79.3% | +19.6% | +59.8% | +65.6% |
| 5Y | +114.7% | +3.3% | +111.4% | +104.0% |
| 10Y | +867.1% | +28.9% | +838.2% | +888.0% |
| All | +3,884.2% | +96.6% | +3,787.5% | +6,371.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling