+1,002.6%
VST vs CTAS
+790.4%
+212.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.8% | +12.3% | +11.3% |
| 7D | -9.8% | +1.2% | -11.0% | -10.5% |
| 30D | -25.1% | +12.8% | -37.9% | -29.5% |
| 3M | -11.6% | +10.3% | -21.9% | -16.0% |
| 6M | -20.9% | +32.0% | -52.9% | -32.0% |
| YTD | -22.3% | +19.1% | -41.4% | -30.1% |
| 1Y | -32.0% | +21.5% | -53.5% | -39.5% |
| 3Y | +262.4% | +76.0% | +186.3% | +164.6% |
| 5Y | +563.4% | +110.9% | +452.5% | +335.5% |
| 10Y | +1,120.7% | +849.8% | +270.9% | +319.2% |
| All | +1,002.6% | +790.4% | +212.1% | +285.5% |
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