+3,899.4%
CTAS vs VT
+374.2%
+3,525.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.1% |
| 3M | +11.7% | +2.4% | +9.3% | +8.7% |
| 6M | +0.7% | +12.0% | -11.3% | -9.6% |
| YTD | +7.4% | +15.3% | -7.9% | -6.2% |
| 1Y | -2.1% | +22.6% | -24.7% | -19.1% |
| 3Y | +62.9% | +74.7% | -11.7% | -2.0% |
| 5Y | +111.9% | +66.1% | +45.7% | +33.1% |
| 10Y | +652.2% | +225.0% | +427.2% | +181.0% |
| All | +3,899.4% | +374.2% | +3,525.2% | +963.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling