+377.4%
VT vs CTAS
+3,905.6%
-3,528.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.4% | -1.8% | +2.3% | +1.4% |
| 30D | +1.0% | -0.2% | +1.2% | +1.0% |
| 3M | +2.4% | +11.7% | -9.3% | -4.3% |
| 6M | +12.0% | +0.7% | +11.3% | +10.1% |
| YTD | +15.3% | +7.4% | +7.9% | +9.4% |
| 1Y | +22.6% | -2.1% | +24.7% | +21.7% |
| 3Y | +74.7% | +62.9% | +11.7% | +28.2% |
| 5Y | +66.1% | +111.9% | -45.7% | +4.2% |
| 10Y | +225.0% | +652.2% | -427.2% | -10.8% |
| All | +377.4% | +3,905.6% | -3,528.2% | -61.7% |
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