+1,934.0%
VRT vs CSGP
-25.6%
+1,959.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.5% | -4.5% |
| 7D | +10.5% | +1.3% | +9.2% | +10.1% |
| 30D | -9.3% | +2.8% | -12.1% | -12.5% |
| 3M | -29.6% | -6.3% | -23.3% | -30.4% |
| 6M | -45.4% | -3.2% | -42.2% | -48.1% |
| YTD | +24.8% | -54.0% | +78.8% | +61.2% |
| 1Y | +23.6% | -54.8% | +78.4% | +60.6% |
| 3Y | +379.7% | -60.6% | +440.2% | +539.0% |
| 5Y | +660.3% | -62.6% | +723.0% | +916.2% |
| All | +1,934.0% | -25.6% | +1,959.6% | +2,355.3% |
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