+13.8%
VRT vs CTAS
+25.6%
-11.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +2.4% | -15.3% | -11.7% |
| 7D | -15.4% | +7.6% | -23.0% | -12.2% |
| 30D | -19.0% | +17.2% | -36.2% | -13.1% |
| 3M | -23.8% | +12.8% | -36.6% | -19.5% |
| 6M | -37.9% | +38.0% | -75.8% | -31.4% |
| YTD | +27.0% | +22.7% | +4.3% | +42.7% |
| 1Y | +13.8% | +25.6% | -11.9% | +27.9% |
| All | +13.8% | +25.6% | -11.8% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling