+1,740.6%
VRT vs CSGP
-26.6%
+1,767.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.7% | +8.1% | +4.9% |
| 7D | -21.4% | +1.3% | -22.6% | -22.0% |
| 30D | -25.8% | +10.7% | -36.5% | -30.5% |
| 3M | -33.5% | +3.3% | -36.8% | -36.9% |
| 6M | -49.0% | -10.3% | -38.7% | -50.1% |
| YTD | +12.9% | -54.6% | +67.5% | +46.5% |
| 1Y | 0.0% | -54.6% | +54.7% | +29.2% |
| 3Y | +361.8% | -60.3% | +422.1% | +510.9% |
| 5Y | +565.1% | -63.3% | +628.4% | +793.9% |
| All | +1,740.6% | -26.6% | +1,767.2% | +2,130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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