-34.9%
VST vs CSGP
-53.2%
+18.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.0% | -17.8% | -13.1% |
| 7D | -15.7% | +18.3% | -34.0% | -13.1% |
| 30D | -17.0% | +17.8% | -34.8% | -14.1% |
| 3M | -15.9% | +9.3% | -25.1% | -13.7% |
| 6M | -25.0% | -7.9% | -17.1% | -23.3% |
| YTD | -25.1% | -51.5% | +26.4% | -23.2% |
| 1Y | -34.9% | -53.3% | +18.5% | -33.0% |
| All | -34.9% | -53.2% | +18.4% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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