+75.7%
VEA vs CTAS
+66.0%
+9.7%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | +0.3% | +1.0% | -0.7% | +0.1% |
| 30D | +0.4% | -1.1% | +1.5% | +0.6% |
| 3M | +4.8% | +11.5% | -6.7% | +1.8% |
| 6M | +11.3% | +0.2% | +11.1% | +11.0% |
| YTD | +17.4% | +7.2% | +10.2% | +14.9% |
| 1Y | +26.2% | 0.0% | +26.2% | +25.8% |
| All | +75.7% | +66.0% | +9.7% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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