+769.3%
VST vs CAG
-40.1%
+809.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.4% |
| 7D | +8.9% | -3.8% | +12.7% | +8.1% |
| 30D | +6.2% | +3.1% | +3.1% | +6.9% |
| 3M | -2.7% | +23.5% | -26.2% | +1.5% |
| 6M | -8.4% | -14.8% | +6.5% | -9.8% |
| YTD | -7.2% | -5.4% | -1.8% | -7.2% |
| 1Y | -20.9% | -11.8% | -9.1% | -21.7% |
| 3Y | +384.0% | -36.7% | +420.6% | +352.0% |
| All | +769.3% | -40.1% | +809.4% | +700.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling