+6.8%
VRT vs CTAS
+22.8%
-16.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.4% | +9.3% | +9.8% |
| 7D | -10.6% | -0.7% | -9.9% | -10.7% |
| 30D | -17.4% | +10.3% | -27.7% | -13.6% |
| 3M | -26.4% | +10.2% | -36.6% | -23.1% |
| 6M | -41.0% | +34.4% | -75.4% | -35.3% |
| YTD | +23.8% | +19.6% | +4.3% | +38.1% |
| All | +6.8% | +22.8% | -16.0% | +19.2% |
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 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