+291.2%
VST vs CAG
-34.3%
+325.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -2.3% |
| 7D | -6.0% | +6.6% | -12.7% | -2.8% |
| 30D | -18.8% | +13.9% | -32.7% | -13.3% |
| 3M | -8.0% | +4.0% | -12.1% | -5.0% |
| 6M | -10.9% | +10.0% | -20.9% | -5.0% |
| YTD | -18.3% | -6.1% | -12.2% | -18.0% |
| 1Y | -29.9% | -4.3% | -25.6% | -28.8% |
| All | +291.2% | -34.3% | +325.6% | +222.3% |
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