+608.4%
VST vs CG
-23.0%
+631.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.2% | -1.5% |
| 7D | +6.6% | +0.2% | +6.4% | +6.5% |
| 30D | -12.4% | +11.2% | -23.6% | -16.6% |
| 3M | -9.0% | -22.1% | +13.1% | -0.5% |
| 6M | -6.4% | -17.9% | +11.5% | -0.5% |
| YTD | -17.2% | -31.3% | +14.1% | -5.9% |
| 1Y | -22.0% | -24.0% | +1.9% | -15.4% |
| 3Y | +296.7% | +45.0% | +251.7% | +244.6% |
| All | +608.4% | -23.0% | +631.4% | +580.0% |
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