+396.2%
VUG vs CTAS
+820.8%
-424.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -1.2% |
| 7D | -1.2% | +0.7% | -1.9% | -1.5% |
| 30D | -8.9% | +11.3% | -20.2% | -13.7% |
| 3M | -5.9% | +11.4% | -17.3% | -11.1% |
| 6M | -3.3% | +35.6% | -38.9% | -18.1% |
| YTD | +3.4% | +20.7% | -17.3% | -7.5% |
| 1Y | +1.9% | +22.8% | -20.9% | -9.8% |
| 3Y | +76.9% | +73.4% | +3.5% | +27.3% |
| 5Y | +63.9% | +117.6% | -53.7% | +4.0% |
| 10Y | +396.2% | +818.4% | -422.2% | +75.6% |
| All | +396.2% | +820.8% | -424.6% | +75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling