+834.0%
CTAS vs VT
+215.5%
+618.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -2.0% |
| 7D | +1.2% | -2.3% | +3.5% | +3.4% |
| 30D | +12.8% | -5.0% | +17.7% | +18.3% |
| 3M | +10.3% | -4.9% | +15.2% | +15.5% |
| 6M | +32.0% | -1.5% | +33.5% | +32.2% |
| YTD | +19.1% | +8.5% | +10.7% | +7.1% |
| 1Y | +21.5% | +11.4% | +10.1% | +6.0% |
| 3Y | +76.0% | +70.1% | +6.0% | -5.5% |
| 5Y | +110.9% | +53.7% | +57.1% | +27.2% |
| All | +834.0% | +215.5% | +618.4% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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