+2,826.7%
VRT vs CTAS
+325.1%
+2,501.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +13.6% | 0.0% | +13.7% | +13.7% |
| 30D | +6.8% | -1.0% | +7.8% | +7.2% |
| 3M | -3.2% | +15.8% | -19.0% | -13.7% |
| 6M | +20.3% | -1.0% | +21.3% | +18.0% |
| YTD | +79.6% | +7.4% | +72.2% | +66.2% |
| 1Y | +139.0% | -0.1% | +139.1% | +130.8% |
| 3Y | +644.6% | +66.3% | +578.3% | +402.1% |
| 5Y | +1,024.4% | +111.0% | +913.4% | +560.8% |
| All | +2,826.7% | +325.1% | +2,501.6% | +1,117.0% |
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