+88.7%
VUG vs CTAS
+66.0%
+22.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.1% | -1.8% | +1.7% | +0.4% |
| 30D | -0.3% | -0.2% | -0.1% | -0.3% |
| 3M | -0.7% | +11.7% | -12.4% | -4.6% |
| 6M | +14.6% | +0.7% | +13.9% | +14.2% |
| YTD | +9.0% | +7.4% | +1.6% | +5.9% |
| 1Y | +14.9% | -2.1% | +17.0% | +15.5% |
| All | +88.7% | +66.0% | +22.7% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling