+938.9%
VTI vs CTAS
+2,662.7%
-1,723.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +2.5% | +2.0% | +0.6% | +1.6% |
| 30D | -1.5% | +8.7% | -10.2% | -5.6% |
| 3M | -3.2% | +13.3% | -16.5% | -9.3% |
| 6M | +2.3% | +39.4% | -37.1% | -14.3% |
| YTD | +11.6% | +21.5% | -9.9% | -0.3% |
| 1Y | +13.8% | +21.9% | -8.1% | +1.3% |
| 3Y | +77.4% | +73.6% | +3.8% | +29.6% |
| 5Y | +64.6% | +116.2% | -51.7% | +6.8% |
| 10Y | +290.6% | +818.2% | -527.6% | +16.1% |
| All | +938.9% | +2,662.7% | -1,723.8% | +49.4% |
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