+373.4%
VST vs CG
+58.1%
+315.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.2% | +4.3% |
| 7D | +8.9% | -4.3% | +13.2% | +11.2% |
| 30D | +6.2% | -5.1% | +11.3% | +8.5% |
| 3M | -2.7% | +8.7% | -11.4% | -7.9% |
| 6M | -8.4% | -9.2% | +0.9% | -5.2% |
| YTD | -7.2% | -18.9% | +11.7% | +1.4% |
| 1Y | -20.9% | -25.6% | +4.7% | -9.9% |
| All | +373.4% | +58.1% | +315.3% | +283.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling