+420.5%
VUG vs CTAS
+665.9%
-245.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +0.1% | +1.0% | -0.9% | -0.4% |
| 30D | -1.7% | -1.1% | -0.6% | -1.3% |
| 3M | +2.8% | +11.5% | -8.7% | -3.5% |
| 6M | +13.6% | +0.2% | +13.4% | +12.1% |
| YTD | +8.1% | +7.2% | +0.9% | +2.8% |
| 1Y | +13.1% | 0.0% | +13.1% | +11.1% |
| 3Y | +87.0% | +65.9% | +21.0% | +37.3% |
| 5Y | +76.0% | +109.6% | -33.6% | +14.3% |
| 10Y | +420.5% | +683.8% | -263.3% | +92.5% |
| All | +420.5% | +665.9% | -245.4% | +92.5% |
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