+1,164.9%
VST vs CTAS
+814.6%
+350.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +6.6% | +2.0% | +4.6% | +5.7% |
| 30D | -12.4% | +8.7% | -21.1% | -16.0% |
| 3M | -9.0% | +13.3% | -22.3% | -14.6% |
| 6M | -6.4% | +39.4% | -45.8% | -21.5% |
| YTD | -17.2% | +21.5% | -38.7% | -26.1% |
| 1Y | -22.0% | +21.9% | -43.9% | -30.6% |
| 3Y | +296.7% | +73.6% | +223.0% | +192.1% |
| 5Y | +637.6% | +116.2% | +521.4% | +378.8% |
| All | +1,164.9% | +814.6% | +350.3% | +362.8% |
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