+367.1%
VT vs CTAS
+4,476.3%
-4,109.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.5% |
| 7D | -0.3% | +7.6% | -7.9% | -4.0% |
| 30D | -1.4% | +17.2% | -18.6% | -9.4% |
| 3M | -1.4% | +12.8% | -14.1% | -7.7% |
| 6M | +5.5% | +38.0% | -32.5% | -12.1% |
| YTD | +12.8% | +22.7% | -9.9% | -0.4% |
| 1Y | +15.4% | +25.6% | -10.2% | +0.5% |
| 3Y | +76.9% | +81.4% | -4.5% | +22.7% |
| 5Y | +60.4% | +117.9% | -57.5% | -0.7% |
| 10Y | +232.8% | +878.3% | -645.5% | -21.6% |
| All | +367.1% | +4,476.3% | -4,109.2% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling