+619.5%
VRT vs CSGP
-61.9%
+681.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.4% | +6.8% | +4.4% |
| 7D | +9.1% | -4.1% | +13.2% | +9.2% |
| 30D | +0.9% | +2.3% | -1.4% | +0.7% |
| 3M | -13.4% | -8.2% | -5.2% | -12.4% |
| 6M | +11.7% | -35.1% | +46.8% | +20.6% |
| YTD | +73.2% | -54.0% | +127.3% | +105.1% |
| 1Y | +123.4% | -65.3% | +188.7% | +194.6% |
| All | +619.5% | -61.9% | +681.4% | +793.0% |
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