+1,205.2%
VST vs CG
+320.1%
+885.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.6% | +0.7% | +4.8% |
| 7D | -0.5% | +3.0% | -3.6% | -1.9% |
| 30D | -17.1% | +10.1% | -27.2% | -20.6% |
| 3M | -4.6% | -10.8% | +6.2% | -1.4% |
| 6M | -9.1% | -15.2% | +6.2% | -4.7% |
| YTD | -16.6% | -26.9% | +10.3% | -8.0% |
| 1Y | -29.5% | -17.0% | -12.4% | -26.3% |
| 3Y | +297.5% | +54.6% | +242.9% | +229.9% |
| 5Y | +654.5% | -16.7% | +671.3% | +641.1% |
| 10Y | +1,205.2% | +320.1% | +885.1% | +687.9% |
| All | +1,205.2% | +320.1% | +885.1% | +687.9% |
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