+213.0%
VT vs CSGP
+71.3%
+141.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.4% | -3.7% |
| 7D | -4.2% | +13.9% | -18.1% | -7.3% |
| 30D | -5.8% | +16.0% | -21.8% | -10.1% |
| 3M | -5.2% | +6.1% | -11.3% | -7.9% |
| 6M | +0.1% | -8.2% | +8.3% | +0.2% |
| YTD | +8.2% | -52.3% | +60.6% | +29.1% |
| 1Y | +10.1% | -54.5% | +64.6% | +33.0% |
| 3Y | +69.7% | -58.6% | +128.2% | +105.2% |
| 5Y | +53.4% | -61.5% | +114.9% | +84.8% |
| All | +213.0% | +71.3% | +141.6% | +159.7% |
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 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