+77.7%
VTV vs CTAS
+115.9%
-38.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +2.9% | +2.0% | +0.9% | +2.2% |
| 30D | +3.8% | +8.7% | -4.9% | +0.6% |
| 3M | +1.6% | +13.3% | -11.7% | -3.1% |
| 6M | +11.2% | +39.4% | -28.2% | -2.6% |
| YTD | +22.0% | +21.5% | +0.5% | +12.5% |
| 1Y | +24.9% | +21.9% | +3.0% | +15.0% |
| 3Y | +78.5% | +73.6% | +4.8% | +37.0% |
| All | +77.7% | +115.9% | -38.2% | +18.0% |
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