-34.9%
VST vs CAG
-6.8%
-28.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +6.0% | -19.8% | -11.7% |
| 7D | -15.7% | +9.7% | -25.4% | -12.8% |
| 30D | -17.0% | +15.8% | -32.7% | -13.0% |
| 3M | -15.9% | +1.8% | -17.7% | -14.0% |
| 6M | -25.0% | +11.5% | -36.5% | -21.3% |
| YTD | -25.1% | -6.7% | -18.4% | -26.4% |
| 1Y | -34.9% | -5.6% | -29.2% | -36.1% |
| All | -34.9% | -6.8% | -28.0% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling