+14.9%
VTI vs CTAS
+25.6%
-10.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | +1.4% |
| 7D | -0.6% | +7.6% | -8.2% | -0.9% |
| 30D | -1.0% | +17.2% | -18.2% | -1.7% |
| 3M | -0.8% | +12.8% | -13.5% | -1.4% |
| 6M | +7.1% | +38.0% | -30.9% | +3.5% |
| YTD | +13.4% | +22.7% | -9.3% | +12.1% |
| 1Y | +14.9% | +25.6% | -10.7% | +13.3% |
| All | +14.9% | +25.6% | -10.7% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling