+117.2%
CTAS vs VT
+59.7%
+57.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.1% |
| 7D | +7.6% | -0.3% | +7.9% | +7.8% |
| 30D | +17.2% | -1.4% | +18.6% | +18.4% |
| 3M | +12.8% | -1.4% | +14.1% | +13.8% |
| 6M | +38.0% | +5.5% | +32.5% | +31.0% |
| YTD | +22.7% | +12.8% | +9.9% | +9.7% |
| 1Y | +25.6% | +15.4% | +10.2% | +10.0% |
| 3Y | +81.4% | +76.9% | +4.5% | +6.3% |
| All | +117.2% | +59.7% | +57.5% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling