+1,112.0%
VST vs CG
+290.3%
+821.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.7% | +11.2% | +10.8% |
| 7D | -9.8% | -1.2% | -8.6% | -9.7% |
| 30D | -25.1% | +5.0% | -30.2% | -27.1% |
| 3M | -11.6% | -18.2% | +6.6% | -5.6% |
| 6M | -20.9% | -20.7% | -0.2% | -15.1% |
| YTD | -22.3% | -31.4% | +9.1% | -12.2% |
| 1Y | -32.0% | -22.3% | -9.8% | -27.2% |
| 3Y | +262.4% | +50.2% | +212.2% | +204.2% |
| 5Y | +563.4% | -22.1% | +585.4% | +567.6% |
| All | +1,112.0% | +290.3% | +821.7% | +643.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling