+728.4%
VGT vs CTAS
+814.6%
-86.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | +2.5% | +2.0% | +0.5% | +1.5% |
| 30D | -9.5% | +8.7% | -18.2% | -13.5% |
| 3M | -9.5% | +13.3% | -22.8% | -15.6% |
| 6M | -1.8% | +39.4% | -41.2% | -19.4% |
| YTD | +18.4% | +21.5% | -3.1% | +4.2% |
| 1Y | +18.7% | +21.9% | -3.1% | +4.2% |
| 3Y | +103.8% | +73.6% | +30.2% | +41.8% |
| 5Y | +104.4% | +116.2% | -11.9% | +24.7% |
| All | +728.4% | +814.6% | -86.2% | +160.7% |
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