+683.1%
CTAS vs VTR
+99.2%
+584.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | -0.7% | +1.1% | -1.8% | -1.2% |
| 3M | +11.1% | +7.9% | +3.2% | +7.9% |
| 6M | +2.1% | +6.2% | -4.0% | -0.5% |
| YTD | +8.0% | +17.7% | -9.8% | +1.3% |
| 1Y | -0.5% | +32.9% | -33.4% | -10.9% |
| 3Y | +66.2% | +129.7% | -63.5% | +20.9% |
| 5Y | +109.2% | +89.3% | +19.9% | +59.6% |
| All | +683.1% | +99.2% | +584.0% | +416.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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