+1,179.1%
VST vs CG
+274.5%
+904.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +2.4% |
| 7D | +19.2% | -1.5% | +20.7% | +19.8% |
| 30D | -17.2% | +5.7% | -22.8% | -19.4% |
| 3M | -8.1% | -17.9% | +9.7% | -2.1% |
| 6M | -8.1% | -20.2% | +12.1% | -1.5% |
| YTD | -16.3% | -32.0% | +15.7% | -5.1% |
| 1Y | -24.1% | -27.0% | +2.9% | -16.6% |
| 3Y | +300.2% | +42.8% | +257.4% | +241.9% |
| 5Y | +645.9% | -23.4% | +669.3% | +656.0% |
| All | +1,179.1% | +274.5% | +904.6% | +689.5% |
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