+114.0%
CTAS vs VFC
-67.1%
+181.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.1% |
| 7D | -0.7% | +7.7% | -8.4% | -1.6% |
| 30D | +10.3% | +39.2% | -28.9% | +6.0% |
| 3M | +10.2% | +40.3% | -30.1% | +5.8% |
| 6M | +34.4% | +11.4% | +23.0% | +31.9% |
| YTD | +19.6% | +17.5% | +2.0% | +16.2% |
| 1Y | +21.8% | +45.9% | -24.1% | +15.3% |
| 3Y | +74.1% | +47.3% | +26.8% | +54.6% |
| 5Y | +114.0% | -67.2% | +181.2% | +210.3% |
| All | +114.0% | -67.1% | +181.2% | +210.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling