+1,969.0%
VRT vs CSGP
-21.7%
+1,990.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +4.0% | -16.9% | -14.1% |
| 7D | -15.4% | +18.3% | -33.7% | -20.2% |
| 30D | -19.0% | +17.8% | -36.7% | -25.5% |
| 3M | -23.8% | +9.3% | -33.1% | -28.9% |
| 6M | -37.9% | -7.9% | -30.0% | -39.4% |
| YTD | +27.0% | -51.5% | +78.5% | +61.5% |
| 1Y | +13.8% | -53.3% | +67.1% | +46.9% |
| 3Y | +410.3% | -57.9% | +468.1% | +563.8% |
| 5Y | +666.5% | -61.3% | +727.9% | +914.0% |
| All | +1,969.0% | -21.7% | +1,990.7% | +2,359.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling