+224.6%
VT vs CTAS
+832.5%
-607.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.8% |
| 7D | -0.7% | -0.8% | +0.1% | -0.4% |
| 30D | -1.7% | +10.7% | -12.5% | -6.0% |
| 3M | -2.3% | +11.0% | -13.3% | -6.8% |
| 6M | +1.5% | +38.7% | -37.2% | -12.8% |
| YTD | +12.0% | +21.8% | -9.7% | +1.6% |
| 1Y | +12.9% | +23.6% | -10.7% | +1.6% |
| 3Y | +74.9% | +74.9% | 0.0% | +31.1% |
| 5Y | +59.9% | +119.5% | -59.5% | +6.6% |
| 10Y | +224.6% | +820.2% | -595.6% | +25.2% |
| All | +224.6% | +832.5% | -607.8% | +25.2% |
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