0.0%
CTAS vs VFC
-15.2%
+15.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | +1.0% | -2.3% | +3.3% | +1.2% |
| 30D | -1.1% | -13.4% | +12.3% | +0.4% |
| 3M | +11.5% | -23.7% | +35.2% | +14.2% |
| 6M | +0.2% | -24.5% | +24.6% | +2.2% |
| YTD | +7.2% | -27.8% | +35.0% | +9.4% |
| 1Y | 0.0% | -13.5% | +13.4% | -1.0% |
| All | 0.0% | -15.2% | +15.2% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling