+361.8%
VRT vs CTAS
+75.4%
+286.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.8% |
| 7D | -21.4% | +1.2% | -22.5% | -21.6% |
| 30D | -25.8% | +12.8% | -38.6% | -28.2% |
| 3M | -33.5% | +10.3% | -43.8% | -35.3% |
| 6M | -49.0% | +32.0% | -81.0% | -54.3% |
| YTD | +12.9% | +19.1% | -6.2% | +6.0% |
| 1Y | 0.0% | +21.5% | -21.5% | -7.2% |
| 3Y | +361.8% | +76.0% | +285.8% | +240.0% |
| All | +361.8% | +75.4% | +286.4% | +240.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling