+1,208.7%
VST vs CGNX
+168.2%
+1,040.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | -0.2% |
| 7D | -0.6% | +3.2% | -3.8% | -1.5% |
| 30D | +1.2% | +6.0% | -4.8% | -0.5% |
| 3M | +1.5% | +3.5% | -2.0% | -0.2% |
| 6M | -6.5% | +26.3% | -32.8% | -12.8% |
| YTD | -7.8% | +79.2% | -87.0% | -23.0% |
| 1Y | -26.9% | +43.8% | -70.7% | -35.4% |
| 3Y | +353.9% | +52.0% | +301.9% | +283.2% |
| 5Y | +782.7% | -24.0% | +806.8% | +735.3% |
| All | +1,208.7% | +168.2% | +1,040.5% | +742.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling