+262.4%
VST vs CTAS
+75.4%
+187.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.8% | +12.3% | +10.9% |
| 7D | -9.8% | +1.2% | -11.0% | -10.1% |
| 30D | -25.1% | +12.8% | -37.9% | -27.5% |
| 3M | -11.6% | +10.3% | -21.9% | -13.9% |
| 6M | -20.9% | +32.0% | -52.9% | -28.2% |
| YTD | -22.3% | +19.1% | -41.4% | -26.7% |
| 1Y | -32.0% | +21.5% | -53.5% | -36.5% |
| 3Y | +262.4% | +76.0% | +186.3% | +215.2% |
| All | +262.4% | +75.4% | +187.0% | +215.2% |
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