+76.3%
VUG vs CTAS
+114.7%
-38.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -1.4% | -1.0% | -0.4% | -1.0% |
| 3M | +2.3% | +15.8% | -13.4% | -6.5% |
| 6M | +15.7% | -1.0% | +16.7% | +15.2% |
| YTD | +8.6% | +7.4% | +1.2% | +2.9% |
| 1Y | +14.1% | -0.1% | +14.2% | +12.5% |
| 3Y | +87.9% | +66.3% | +21.6% | +21.7% |
| 5Y | +76.3% | +111.0% | -34.7% | -8.7% |
| All | +76.3% | +114.7% | -38.4% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling