+897.3%
VST vs CFG
+272.2%
+625.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.1% | -3.0% | -5.1% |
| 7D | -19.9% | -2.2% | -17.7% | -19.4% |
| 30D | -29.7% | +0.4% | -30.1% | -29.9% |
| 3M | -19.6% | -12.6% | -7.0% | -16.0% |
| 6M | -29.4% | +0.6% | -30.0% | -30.0% |
| YTD | -29.7% | +12.4% | -42.2% | -33.3% |
| 1Y | -40.0% | +27.7% | -67.7% | -45.7% |
| 3Y | +231.0% | +172.4% | +58.6% | +129.2% |
| 5Y | +500.1% | +64.0% | +436.1% | +376.2% |
| 10Y | +1,004.2% | +252.8% | +751.4% | +504.8% |
| All | +897.3% | +272.2% | +625.1% | +437.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling