+1,917.9%
VRT vs CTAS
+373.1%
+1,544.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.4% | +9.3% | +9.4% |
| 7D | -10.6% | -0.7% | -9.9% | -10.4% |
| 30D | -17.4% | +10.3% | -27.7% | -22.6% |
| 3M | -26.4% | +10.2% | -36.6% | -31.2% |
| 6M | -41.0% | +34.4% | -75.4% | -52.6% |
| YTD | +23.8% | +19.6% | +4.3% | +6.7% |
| 1Y | +11.6% | +21.8% | -10.2% | -5.1% |
| 3Y | +403.5% | +74.1% | +329.4% | +229.0% |
| 5Y | +647.0% | +114.0% | +533.0% | +330.2% |
| All | +1,917.9% | +373.1% | +1,544.7% | +681.2% |
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