+124.4%
VGT vs CTAS
+66.0%
+58.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.5% | +1.0% | +0.5% | +1.2% |
| 30D | +0.5% | -1.1% | +1.6% | +0.7% |
| 3M | +5.3% | +11.5% | -6.2% | +1.3% |
| 6M | +32.4% | +0.2% | +32.3% | +32.5% |
| YTD | +28.6% | +7.2% | +21.4% | +25.1% |
| 1Y | +37.6% | 0.0% | +37.6% | +37.7% |
| All | +124.4% | +66.0% | +58.4% | +76.6% |
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