+962.7%
VST vs CSGP
+51.0%
+911.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.0% | -17.8% | -14.6% |
| 7D | -15.7% | +18.3% | -34.0% | -18.6% |
| 30D | -17.0% | +17.8% | -34.8% | -20.5% |
| 3M | -15.9% | +9.3% | -25.1% | -18.5% |
| 6M | -25.0% | -7.9% | -17.1% | -25.1% |
| YTD | -25.1% | -51.5% | +26.4% | -13.1% |
| 1Y | -34.9% | -53.3% | +18.5% | -23.8% |
| 3Y | +252.7% | -57.9% | +310.6% | +315.6% |
| 5Y | +582.3% | -61.3% | +643.6% | +703.4% |
| 10Y | +1,076.6% | +77.5% | +999.0% | +870.5% |
| All | +962.7% | +51.0% | +911.7% | +793.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling