+1,164.9%
VST vs CFG
+216.2%
+948.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | +6.6% | +3.2% | +3.4% | +5.5% |
| 30D | -12.4% | +5.1% | -17.5% | -14.0% |
| 3M | -9.0% | -11.2% | +2.2% | -5.4% |
| 6M | -6.4% | +9.6% | -16.0% | -9.9% |
| YTD | -17.2% | +15.0% | -32.2% | -22.0% |
| 1Y | -22.0% | +29.9% | -51.9% | -29.8% |
| 3Y | +296.7% | +192.1% | +104.6% | +167.8% |
| 5Y | +637.6% | +62.3% | +575.3% | +486.8% |
| All | +1,164.9% | +216.2% | +948.7% | +623.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling