+221.0%
VT vs CTAS
+824.3%
-603.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | -0.1% | +0.7% | -0.8% | -0.4% |
| 30D | -3.1% | +11.3% | -14.4% | -7.5% |
| 3M | -3.5% | +11.4% | -14.9% | -8.1% |
| 6M | +0.5% | +35.6% | -35.2% | -12.9% |
| YTD | +10.8% | +20.7% | -9.9% | +0.8% |
| 1Y | +11.9% | +22.8% | -10.9% | +0.9% |
| 3Y | +73.0% | +73.4% | -0.4% | +30.1% |
| 5Y | +58.6% | +117.6% | -59.0% | +6.1% |
| All | +221.0% | +824.3% | -603.4% | +24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling