+683.8%
CTAS vs VFC
-69.4%
+753.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.3% |
| 7D | +1.0% | -2.3% | +3.3% | +1.5% |
| 30D | -1.1% | -13.4% | +12.3% | +2.1% |
| 3M | +11.5% | -23.7% | +35.2% | +17.6% |
| 6M | +0.2% | -24.5% | +24.6% | +5.3% |
| YTD | +7.2% | -27.8% | +35.0% | +13.3% |
| 1Y | 0.0% | -13.5% | +13.4% | +0.1% |
| 3Y | +65.9% | -27.1% | +93.0% | +51.8% |
| 5Y | +109.6% | -79.0% | +188.6% | +219.7% |
| 10Y | +683.8% | -68.7% | +752.5% | +870.0% |
| All | +683.8% | -69.4% | +753.1% | +870.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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