+373.4%
VST vs CTAS
+63.6%
+309.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +8.9% | -1.8% | +10.7% | +9.4% |
| 30D | +6.2% | -0.2% | +6.4% | +6.2% |
| 3M | -2.7% | +11.7% | -14.4% | -6.8% |
| 6M | -8.4% | +0.7% | -9.1% | -8.5% |
| YTD | -7.2% | +7.4% | -14.6% | -10.0% |
| 1Y | -20.9% | -2.1% | -18.8% | -19.9% |
| All | +373.4% | +63.6% | +309.9% | +321.4% |
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