+2,723.0%
VRT vs CSGP
-25.7%
+2,748.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.4% | +6.8% | +5.2% |
| 7D | +9.1% | -4.1% | +13.2% | +10.7% |
| 30D | +0.9% | +2.3% | -1.4% | -0.9% |
| 3M | -13.4% | -8.2% | -5.2% | -13.0% |
| 6M | +11.7% | -35.1% | +46.8% | +29.1% |
| YTD | +73.2% | -54.0% | +127.3% | +130.7% |
| 1Y | +123.4% | -65.3% | +188.7% | +240.6% |
| 3Y | +606.2% | -62.6% | +668.7% | +897.3% |
| 5Y | +899.9% | -64.8% | +964.7% | +1,295.2% |
| All | +2,723.0% | -25.7% | +2,748.8% | +3,412.2% |
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 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