+2,267.4%
VGT vs CTAS
+2,294.5%
-27.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +1.0% | -1.8% | +2.8% | +2.0% |
| 30D | +1.3% | -0.2% | +1.5% | +1.3% |
| 3M | -1.1% | +11.7% | -12.8% | -8.2% |
| 6M | +32.6% | +0.7% | +31.9% | +29.6% |
| YTD | +29.0% | +7.4% | +21.6% | +21.4% |
| 1Y | +39.7% | -2.1% | +41.8% | +37.8% |
| 3Y | +120.9% | +62.9% | +58.0% | +60.7% |
| 5Y | +133.6% | +111.9% | +21.7% | +47.4% |
| 10Y | +792.6% | +652.2% | +140.4% | +169.5% |
| All | +2,267.4% | +2,294.5% | -27.1% | +211.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling