+905.2%
VRT vs CSGP
-64.7%
+969.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.4% | +6.8% | +5.3% |
| 7D | +9.1% | -4.1% | +13.2% | +10.8% |
| 30D | +0.9% | +2.3% | -1.4% | -1.0% |
| 3M | -13.4% | -8.2% | -5.2% | -12.7% |
| 6M | +11.7% | -35.1% | +46.8% | +32.3% |
| YTD | +73.2% | -54.0% | +127.3% | +143.6% |
| 1Y | +123.4% | -65.3% | +188.7% | +273.4% |
| 3Y | +606.2% | -62.6% | +668.7% | +950.7% |
| All | +905.2% | -64.7% | +969.9% | +1,109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling