+897.3%
VST vs CG
+297.2%
+600.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.5% | +0.4% | -3.7% |
| 7D | -19.9% | -1.5% | -18.4% | -19.7% |
| 30D | -29.7% | +2.8% | -32.4% | -30.9% |
| 3M | -19.6% | -19.2% | -0.3% | -13.7% |
| 6M | -29.4% | -21.0% | -8.4% | -24.1% |
| YTD | -29.7% | -31.0% | +1.3% | -20.8% |
| 1Y | -40.0% | -21.1% | -19.0% | -36.2% |
| 3Y | +231.0% | +48.8% | +182.2% | +178.8% |
| 5Y | +500.1% | -21.5% | +521.6% | +502.5% |
| 10Y | +1,004.2% | +298.1% | +706.1% | +558.7% |
| All | +897.3% | +297.2% | +600.1% | +492.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling