+897.3%
VST vs CAG
-37.2%
+934.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.7% | -8.9% | -6.2% |
| 7D | -19.9% | +11.4% | -31.3% | -20.2% |
| 30D | -29.7% | +16.7% | -46.3% | -30.1% |
| 3M | -19.6% | +4.5% | -24.1% | -19.7% |
| 6M | -29.4% | +13.3% | -42.7% | -29.9% |
| YTD | -29.7% | -4.2% | -25.6% | -29.5% |
| 1Y | -40.0% | -2.9% | -37.1% | -40.0% |
| 3Y | +231.0% | -33.2% | +264.2% | +236.0% |
| 5Y | +500.1% | -38.4% | +538.4% | +513.5% |
| 10Y | +1,004.2% | -36.4% | +1,040.6% | +982.9% |
| All | +897.3% | -37.2% | +934.6% | +875.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling