+818.6%
CTAS vs VSH
+124.9%
+693.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +1.1% |
| 7D | +0.5% | +26.2% | -25.7% | -4.8% |
| 30D | +10.2% | -12.5% | +22.7% | +11.9% |
| 3M | +12.1% | -16.9% | +29.0% | +14.1% |
| 6M | +38.3% | -17.0% | +55.2% | +31.4% |
| YTD | +21.9% | +93.8% | -71.9% | -13.3% |
| 1Y | +24.0% | +99.3% | -75.3% | -12.9% |
| 3Y | +75.1% | +35.0% | +40.1% | +30.9% |
| 5Y | +116.9% | +45.8% | +71.1% | +51.5% |
| All | +818.6% | +124.9% | +693.7% | +423.0% |
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