+769.3%
VST vs CFG
+101.4%
+668.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +8.9% | +1.5% | +7.4% | +8.3% |
| 30D | +6.2% | -3.8% | +10.0% | +7.6% |
| 3M | -2.7% | +11.5% | -14.2% | -6.6% |
| 6M | -8.4% | +19.2% | -27.5% | -14.2% |
| YTD | -7.2% | +23.7% | -30.9% | -14.5% |
| 1Y | -20.9% | +38.8% | -59.7% | -30.3% |
| 3Y | +384.0% | +178.9% | +205.1% | +243.5% |
| All | +769.3% | +101.4% | +668.0% | +561.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling