+402.8%
VUG vs CTAS
+814.6%
-411.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +2.5% | +2.0% | +0.5% | +1.6% |
| 30D | -6.3% | +8.7% | -15.0% | -10.2% |
| 3M | -6.0% | +13.3% | -19.3% | -11.9% |
| 6M | -3.5% | +39.4% | -42.9% | -19.4% |
| YTD | +3.9% | +21.5% | -17.6% | -7.3% |
| 1Y | +5.1% | +21.9% | -16.8% | -6.5% |
| 3Y | +77.9% | +73.6% | +4.2% | +27.9% |
| 5Y | +62.4% | +116.2% | -53.8% | +3.4% |
| All | +402.8% | +814.6% | -411.7% | +78.0% |
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 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