+725.0%
VTV vs CTAS
+2,294.5%
-1,569.5%
-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% | 0.0% | -0.1% |
| 7D | +0.5% | -1.8% | +2.3% | +1.4% |
| 30D | +1.1% | -0.2% | +1.3% | +1.1% |
| 3M | +5.9% | +11.7% | -5.8% | -0.5% |
| 6M | +11.6% | +0.7% | +10.9% | +9.9% |
| YTD | +19.8% | +7.4% | +12.4% | +14.2% |
| 1Y | +26.2% | -2.1% | +28.3% | +25.7% |
| 3Y | +68.5% | +62.9% | +5.5% | +26.8% |
| 5Y | +79.9% | +111.9% | -32.0% | +16.5% |
| 10Y | +229.7% | +652.2% | -422.5% | +2.2% |
| All | +725.0% | +2,294.5% | -1,569.5% | +6.6% |
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