+818.6%
CTAS vs VT
+222.7%
+595.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.7% |
| 7D | +0.5% | +2.9% | -2.4% | -2.4% |
| 30D | +10.2% | -2.5% | +12.8% | +12.7% |
| 3M | +12.1% | -3.3% | +15.4% | +15.5% |
| 6M | +38.3% | +1.5% | +36.7% | +34.2% |
| YTD | +21.9% | +11.4% | +10.5% | +6.7% |
| 1Y | +24.0% | +11.9% | +12.1% | +7.8% |
| 3Y | +75.1% | +73.9% | +1.3% | -8.1% |
| 5Y | +116.9% | +57.9% | +59.0% | +27.3% |
| All | +818.6% | +222.7% | +595.9% | +147.7% |
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