+262.4%
VST vs CAG
-34.1%
+296.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.7% | +12.3% | +9.8% |
| 7D | -9.8% | +5.8% | -15.6% | -6.9% |
| 30D | -25.1% | +16.4% | -41.5% | -19.4% |
| 3M | -11.6% | +3.8% | -15.4% | -8.7% |
| 6M | -20.9% | +10.8% | -31.7% | -15.4% |
| YTD | -22.3% | -5.8% | -16.5% | -21.8% |
| 1Y | -32.0% | -2.4% | -29.6% | -30.3% |
| 3Y | +262.4% | -33.4% | +295.8% | +194.7% |
| All | +262.4% | -34.1% | +296.5% | +194.7% |
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