+588.9%
VST vs CG
-22.2%
+611.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.4% |
| 6M | -20.9% | -20.7% | -0.2% | -14.8% |
| YTD | -22.3% | -31.4% | +9.1% | -11.7% |
| 1Y | -32.0% | -22.3% | -9.8% | -27.0% |
| 3Y | +262.4% | +50.2% | +212.2% | +212.5% |
| All | +588.9% | -22.2% | +611.1% | +549.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling