+897.3%
VST vs CTAS
+806.7%
+90.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.1% | -5.0% | -5.7% |
| 7D | -19.9% | +3.8% | -23.7% | -21.4% |
| 30D | -29.7% | +15.5% | -45.2% | -34.4% |
| 3M | -19.6% | +12.7% | -32.3% | -24.3% |
| 6M | -29.4% | +34.5% | -63.9% | -39.7% |
| YTD | -29.7% | +21.3% | -51.0% | -37.2% |
| 1Y | -40.0% | +23.1% | -63.1% | -46.9% |
| 3Y | +231.0% | +79.3% | +151.6% | +139.9% |
| 5Y | +500.1% | +114.7% | +385.4% | +291.2% |
| 10Y | +1,004.2% | +867.1% | +137.1% | +276.5% |
| All | +897.3% | +806.7% | +90.7% | +246.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling