+114.6%
CTAS vs VT
+66.2%
+48.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.8% | +0.4% | -2.3% | -2.2% |
| 30D | -0.2% | +1.0% | -1.2% | -1.0% |
| 3M | +11.7% | +2.4% | +9.3% | +9.1% |
| 6M | +0.7% | +12.0% | -11.3% | -8.9% |
| YTD | +7.4% | +15.3% | -7.9% | -5.5% |
| 1Y | -2.1% | +22.6% | -24.7% | -18.5% |
| 3Y | +62.9% | +74.7% | -11.7% | -2.9% |
| All | +114.6% | +66.2% | +48.4% | +34.8% |
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