+996.4%
VST vs CSGP
+71.3%
+925.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.6% | -4.5% | -5.9% |
| 7D | -19.9% | +13.9% | -33.8% | -22.1% |
| 30D | -29.7% | +16.0% | -45.7% | -32.4% |
| 3M | -19.6% | +6.1% | -25.7% | -21.6% |
| 6M | -29.4% | -8.2% | -21.2% | -29.5% |
| YTD | -29.7% | -52.3% | +22.6% | -18.1% |
| 1Y | -40.0% | -54.5% | +14.5% | -29.5% |
| 3Y | +231.0% | -58.6% | +289.6% | +291.2% |
| 5Y | +500.1% | -61.5% | +561.6% | +606.5% |
| All | +996.4% | +71.3% | +925.0% | +856.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling