-40.0%
VST vs CSGP
-53.9%
+13.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.6% | -4.5% | -6.5% |
| 7D | -19.9% | +13.9% | -33.8% | -18.0% |
| 30D | -29.7% | +16.0% | -45.7% | -27.4% |
| 3M | -19.6% | +6.1% | -25.7% | -17.9% |
| 6M | -29.4% | -8.2% | -21.2% | -28.0% |
| YTD | -29.7% | -52.3% | +22.6% | -28.4% |
| 1Y | -40.0% | -54.5% | +14.5% | -39.1% |
| All | -40.0% | -53.9% | +13.8% | -39.1% |
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