+635.3%
VST vs CG
-16.5%
+651.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.5% |
| 7D | -6.0% | +2.0% | -8.0% | -6.9% |
| 30D | -18.8% | +8.5% | -27.3% | -21.8% |
| 3M | -8.0% | -12.1% | +4.1% | -4.2% |
| 6M | -10.9% | -16.4% | +5.5% | -5.9% |
| YTD | -18.3% | -28.0% | +9.6% | -8.8% |
| 1Y | -29.9% | -18.9% | -11.0% | -25.9% |
| 3Y | +290.3% | +51.2% | +239.1% | +234.1% |
| 5Y | +635.3% | -15.9% | +651.2% | +585.7% |
| All | +635.3% | -16.5% | +651.8% | +585.7% |
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