+359.1%
VST vs CAG
-36.6%
+395.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.1% |
| 7D | +9.9% | -5.3% | +15.2% | +7.8% |
| 30D | +7.9% | +1.0% | +6.9% | +8.4% |
| 3M | +3.4% | +17.4% | -13.9% | +10.3% |
| 6M | -4.1% | -16.8% | +12.7% | -9.3% |
| YTD | -5.7% | -6.8% | +1.1% | -6.9% |
| 1Y | -18.9% | -15.4% | -3.5% | -22.9% |
| 3Y | +359.1% | -37.1% | +396.1% | +265.0% |
| All | +359.1% | -36.6% | +395.7% | +265.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling