+818.4%
CTAS vs VSH
+117.5%
+700.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.6% |
| 7D | +0.7% | -1.6% | +2.3% | +0.5% |
| 30D | +11.3% | -21.3% | +32.6% | +15.8% |
| 3M | +11.4% | -18.9% | +30.3% | +14.1% |
| 6M | +35.6% | -21.4% | +57.1% | +30.8% |
| YTD | +20.7% | +86.8% | -66.1% | -13.4% |
| 1Y | +22.8% | +85.8% | -62.9% | -12.0% |
| 3Y | +73.4% | +30.1% | +43.3% | +30.8% |
| 5Y | +117.6% | +42.8% | +74.8% | +52.3% |
| 10Y | +818.4% | +121.2% | +697.2% | +430.7% |
| All | +818.4% | +117.5% | +700.9% | +430.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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