+905.2%
VRT vs CTAS
+113.1%
+792.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.6% | +4.5% |
| 7D | +9.1% | -1.8% | +10.9% | +10.4% |
| 30D | +0.9% | -0.2% | +1.1% | +0.9% |
| 3M | -13.4% | +11.7% | -25.1% | -22.2% |
| 6M | +11.7% | +0.7% | +11.0% | +8.4% |
| YTD | +73.2% | +7.4% | +65.8% | +58.4% |
| 1Y | +123.4% | -2.1% | +125.5% | +120.1% |
| 3Y | +606.2% | +62.9% | +543.2% | +290.7% |
| All | +905.2% | +113.1% | +792.1% | +319.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling