+635.3%
VST vs CTAS
+116.8%
+518.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -3.0% | -2.4% |
| 7D | -6.0% | +0.7% | -6.7% | -6.4% |
| 30D | -18.8% | +11.3% | -30.1% | -22.2% |
| 3M | -8.0% | +11.4% | -19.5% | -12.1% |
| 6M | -10.9% | +35.6% | -46.6% | -22.7% |
| YTD | -18.3% | +20.7% | -39.0% | -25.5% |
| 1Y | -29.9% | +22.8% | -52.8% | -36.7% |
| 3Y | +290.3% | +73.4% | +216.9% | +193.2% |
| 5Y | +635.3% | +117.6% | +517.7% | +356.6% |
| All | +635.3% | +116.8% | +518.5% | +356.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling