-20.9%
VST vs CGNX
+42.4%
-63.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +2.8% |
| 7D | +8.9% | +3.0% | +5.9% | +8.0% |
| 30D | +6.2% | -11.8% | +18.0% | +9.8% |
| 3M | -2.7% | -3.6% | +0.9% | -2.8% |
| 6M | -8.4% | +17.4% | -25.8% | -13.2% |
| YTD | -7.2% | +73.7% | -80.9% | -24.8% |
| 1Y | -20.9% | +41.5% | -62.4% | -29.9% |
| All | -20.9% | +42.4% | -63.3% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling