+23.6%
VRT vs CTAS
+23.6%
0.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.8% |
| 7D | +10.5% | +2.0% | +8.5% | +11.5% |
| 30D | -9.3% | +8.7% | -18.0% | -5.7% |
| 3M | -29.6% | +13.3% | -42.9% | -25.6% |
| 6M | -45.4% | +39.4% | -84.7% | -40.4% |
| YTD | +24.8% | +21.5% | +3.3% | +40.0% |
| 1Y | +23.6% | +21.9% | +1.7% | +38.1% |
| All | +23.6% | +23.6% | 0.0% | +38.1% |
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