-28.5%
VST vs CTAS
+22.8%
-51.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.4% | +6.9% | +7.4% |
| 7D | -0.5% | -0.7% | +0.2% | -0.6% |
| 30D | -17.1% | +10.3% | -27.3% | -14.8% |
| 3M | -4.6% | +10.2% | -14.8% | -2.1% |
| 6M | -9.1% | +34.4% | -43.4% | -4.5% |
| YTD | -16.6% | +19.6% | -36.2% | -12.8% |
| All | -28.5% | +22.8% | -51.3% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling