+800.0%
VGT vs CTAS
+687.6%
+112.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.4% |
| 7D | -0.2% | +0.5% | -0.7% | -0.4% |
| 30D | -0.4% | -0.7% | +0.3% | -0.2% |
| 3M | +4.4% | +11.1% | -6.6% | -2.5% |
| 6M | +32.1% | +2.1% | +29.9% | +28.4% |
| YTD | +28.8% | +8.0% | +20.8% | +21.1% |
| 1Y | +35.3% | -0.5% | +35.8% | +32.7% |
| 3Y | +124.8% | +66.2% | +58.5% | +59.8% |
| 5Y | +137.9% | +109.2% | +28.7% | +48.4% |
| All | +800.0% | +687.6% | +112.3% | +201.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling