+74.1%
CTAS vs VFC
+42.8%
+31.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.1% |
| 7D | -0.7% | +7.7% | -8.4% | -1.4% |
| 30D | +10.3% | +39.2% | -28.9% | +7.0% |
| 3M | +10.2% | +40.3% | -30.1% | +6.8% |
| 6M | +34.4% | +11.4% | +23.0% | +32.4% |
| YTD | +19.6% | +17.5% | +2.0% | +16.9% |
| 1Y | +21.8% | +45.9% | -24.1% | +16.9% |
| 3Y | +74.1% | +47.3% | +26.8% | +63.5% |
| All | +74.1% | +42.8% | +31.3% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling