+262.4%
VST vs CFG
+168.6%
+93.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.9% | +11.5% | +10.9% |
| 7D | -9.8% | -0.9% | -8.9% | -9.7% |
| 30D | -25.1% | +1.1% | -26.2% | -25.7% |
| 3M | -11.6% | -12.0% | +0.4% | -7.0% |
| 6M | -20.9% | -2.2% | -18.7% | -21.0% |
| YTD | -22.3% | +11.4% | -33.7% | -27.4% |
| 1Y | -32.0% | +27.8% | -59.9% | -40.6% |
| 3Y | +262.4% | +173.3% | +89.1% | +155.8% |
| All | +262.4% | +168.6% | +93.8% | +155.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling