+75.8%
VT vs CTAS
+63.6%
+12.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.4% | -1.8% | +2.3% | +0.9% |
| 30D | +1.0% | -0.2% | +1.2% | +1.0% |
| 3M | +2.4% | +11.7% | -9.3% | -1.0% |
| 6M | +12.0% | +0.7% | +11.3% | +11.6% |
| YTD | +15.3% | +7.4% | +7.9% | +12.5% |
| 1Y | +22.6% | -2.1% | +24.7% | +23.1% |
| All | +75.8% | +63.6% | +12.2% | +44.0% |
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