+221.8%
VT vs CTAS
+814.6%
-592.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +2.4% | +2.0% | +0.4% | +1.5% |
| 30D | -1.5% | +8.7% | -10.2% | -5.0% |
| 3M | -4.1% | +13.3% | -17.4% | -9.3% |
| 6M | +0.6% | +39.4% | -38.8% | -13.8% |
| YTD | +11.0% | +21.5% | -10.5% | +0.7% |
| 1Y | +13.3% | +21.9% | -8.5% | +2.6% |
| 3Y | +73.4% | +73.6% | -0.3% | +30.4% |
| 5Y | +57.4% | +116.2% | -58.8% | +5.6% |
| All | +221.8% | +814.6% | -592.7% | +24.6% |
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 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