+645.9%
VST vs CAG
-41.2%
+687.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +0.3% |
| 7D | +19.2% | -6.2% | +25.3% | +17.3% |
| 30D | -17.2% | +7.4% | -24.6% | -15.3% |
| 3M | -8.1% | -1.6% | -6.5% | -7.6% |
| 6M | -8.1% | +6.3% | -14.5% | -5.6% |
| YTD | -16.3% | -10.1% | -6.2% | -16.3% |
| 1Y | -24.1% | -10.2% | -13.9% | -24.1% |
| 3Y | +300.2% | -37.3% | +337.5% | +270.1% |
| 5Y | +645.9% | -41.6% | +687.5% | +585.5% |
| All | +645.9% | -41.2% | +687.1% | +585.5% |
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