+227.8%
VST vs CTAS
+78.6%
+149.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.1% | -5.0% | -5.9% |
| 7D | -19.9% | +3.8% | -23.7% | -20.6% |
| 30D | -29.7% | +15.5% | -45.2% | -32.1% |
| 3M | -19.6% | +12.7% | -32.3% | -22.0% |
| 6M | -29.4% | +34.5% | -63.9% | -36.1% |
| YTD | -29.7% | +21.3% | -51.0% | -33.9% |
| 1Y | -40.0% | +23.1% | -63.1% | -44.0% |
| All | +227.8% | +78.6% | +149.2% | +184.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling