+135.1%
VGT vs CTAS
+107.0%
+28.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -1.0% | -1.3% | +0.3% | -0.4% |
| 30D | -0.4% | -3.1% | +2.6% | +1.0% |
| 3M | +6.6% | +10.3% | -3.7% | -0.3% |
| 6M | +31.0% | +1.6% | +29.4% | +28.1% |
| YTD | +27.2% | +6.3% | +20.9% | +20.5% |
| 1Y | +34.5% | -0.5% | +34.9% | +32.4% |
| 3Y | +123.1% | +64.6% | +58.6% | +41.6% |
| 5Y | +135.1% | +106.0% | +29.1% | +18.9% |
| All | +135.1% | +107.0% | +28.1% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling