+69.7%
VT vs CTAS
+78.6%
-8.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -2.9% | -3.8% |
| 7D | -4.2% | +3.8% | -8.0% | -4.9% |
| 30D | -5.8% | +15.5% | -21.3% | -8.8% |
| 3M | -5.2% | +12.7% | -18.0% | -7.8% |
| 6M | +0.1% | +34.5% | -34.4% | -7.6% |
| YTD | +8.2% | +21.3% | -13.1% | +2.8% |
| 1Y | +10.1% | +23.1% | -13.0% | +4.1% |
| All | +69.7% | +78.6% | -8.9% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling