+1,205.2%
VST vs CTAS
+848.9%
+356.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.4% | +6.9% | +7.2% |
| 7D | -0.5% | -0.7% | +0.2% | -0.4% |
| 30D | -17.1% | +10.3% | -27.3% | -21.1% |
| 3M | -4.6% | +10.2% | -14.8% | -9.3% |
| 6M | -9.1% | +34.4% | -43.4% | -22.4% |
| YTD | -16.6% | +19.6% | -36.2% | -25.1% |
| 1Y | -29.5% | +21.8% | -51.3% | -37.3% |
| 3Y | +297.5% | +74.1% | +223.4% | +192.0% |
| 5Y | +654.5% | +114.0% | +540.5% | +391.6% |
| 10Y | +1,205.2% | +813.9% | +391.3% | +376.3% |
| All | +1,205.2% | +848.9% | +356.3% | +376.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling