+611.0%
VRT vs CTAS
+66.0%
+545.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.6% | +4.4% |
| 7D | +9.1% | -1.8% | +10.9% | +9.7% |
| 30D | +0.9% | -0.2% | +1.1% | +0.9% |
| 3M | -13.4% | +11.7% | -25.1% | -18.0% |
| 6M | +11.7% | +0.7% | +11.0% | +11.5% |
| YTD | +73.2% | +7.4% | +65.8% | +66.2% |
| 1Y | +123.4% | -2.1% | +125.5% | +126.7% |
| All | +611.0% | +66.0% | +545.0% | +363.0% |
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