+65.0%
CTAS vs VTR
+131.3%
-66.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +1.0% | -2.9% | +3.9% | +1.9% |
| 30D | -1.1% | -2.8% | +1.7% | -0.3% |
| 3M | +11.5% | +9.0% | +2.5% | +8.6% |
| 6M | +0.2% | +5.0% | -4.8% | -1.6% |
| YTD | +7.2% | +16.9% | -9.8% | +1.7% |
| 1Y | 0.0% | +34.3% | -34.3% | -9.6% |
| All | +65.0% | +131.3% | -66.3% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling