-32.0%
VST vs CTAS
+21.0%
-53.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.8% | +12.3% | +9.9% |
| 7D | -9.8% | +1.2% | -11.0% | -9.4% |
| 30D | -25.1% | +12.8% | -37.9% | -22.7% |
| 3M | -11.6% | +10.3% | -21.9% | -9.3% |
| 6M | -20.9% | +32.0% | -52.9% | -17.0% |
| YTD | -22.3% | +19.1% | -41.4% | -18.8% |
| 1Y | -32.0% | +21.5% | -53.5% | -27.4% |
| All | -32.0% | +21.0% | -53.0% | -27.4% |
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