+740.0%
VTV vs CTAS
+2,608.5%
-1,868.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | +2.9% | +2.0% | +0.9% | +1.9% |
| 30D | +3.8% | +8.7% | -4.9% | -0.5% |
| 3M | +1.6% | +13.3% | -11.7% | -4.7% |
| 6M | +11.2% | +39.4% | -28.2% | -6.7% |
| YTD | +22.0% | +21.5% | +0.5% | +9.2% |
| 1Y | +24.9% | +21.9% | +3.0% | +11.5% |
| 3Y | +78.5% | +73.6% | +4.8% | +30.3% |
| 5Y | +77.8% | +116.2% | -38.4% | +14.1% |
| 10Y | +231.1% | +818.2% | -587.1% | -7.5% |
| All | +740.0% | +2,608.5% | -1,868.5% | +1.9% |
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