+361.8%
VRT vs CSGP
-60.4%
+422.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.7% | +8.1% | +3.0% |
| 7D | -21.4% | +1.3% | -22.6% | -21.2% |
| 30D | -25.8% | +10.7% | -36.5% | -25.7% |
| 3M | -33.5% | +3.3% | -36.8% | -33.6% |
| 6M | -49.0% | -10.3% | -38.7% | -48.4% |
| YTD | +12.9% | -54.6% | +67.5% | +31.7% |
| 1Y | 0.0% | -54.6% | +54.7% | +16.3% |
| 3Y | +361.8% | -60.3% | +422.1% | +449.4% |
| All | +361.8% | -60.4% | +422.2% | +449.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling