-34.9%
VST vs CG
-14.1%
-20.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.5% | -18.3% | -14.4% |
| 7D | -15.7% | +9.4% | -25.2% | -17.0% |
| 30D | -17.0% | +8.7% | -25.7% | -18.2% |
| 3M | -15.9% | -15.0% | -0.9% | -12.0% |
| 6M | -25.0% | -13.2% | -11.8% | -22.2% |
| YTD | -25.1% | -26.2% | +1.0% | -15.8% |
| 1Y | -34.9% | -14.1% | -20.8% | -28.3% |
| All | -34.9% | -14.1% | -20.8% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling