+57.8%
VT vs CTAS
+114.0%
-56.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | -2.6% | +10.3% | -12.8% | -6.3% |
| 3M | -3.2% | +10.2% | -13.4% | -7.0% |
| 6M | +0.9% | +34.4% | -33.4% | -11.4% |
| YTD | +11.3% | +19.6% | -8.3% | +2.5% |
| 1Y | +14.0% | +21.8% | -7.8% | +4.0% |
| 3Y | +75.8% | +74.1% | +1.7% | +27.8% |
| 5Y | +57.8% | +114.0% | -56.2% | -3.3% |
| All | +57.8% | +114.0% | -56.1% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling