+23,259.8%
CTAS vs VFC
+845.1%
+22,414.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -1.0% |
| 7D | -1.8% | -1.6% | -0.2% | -1.4% |
| 30D | -0.2% | -11.6% | +11.4% | +3.4% |
| 3M | +11.7% | -18.1% | +29.8% | +17.1% |
| 6M | +0.7% | -27.4% | +28.1% | +8.5% |
| YTD | +7.4% | -24.8% | +32.2% | +13.9% |
| 1Y | -2.1% | -8.2% | +6.1% | -3.7% |
| 3Y | +62.9% | -29.1% | +92.1% | +47.7% |
| 5Y | +111.9% | -79.2% | +191.0% | +189.0% |
| 10Y | +652.2% | -68.1% | +720.3% | +740.5% |
| All | +23,259.8% | +845.1% | +22,414.6% | +9,266.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling