+57.7%
VT vs CSGP
-63.1%
+120.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | -1.6% | -2.2% | +0.6% | -1.5% |
| 30D | -2.5% | +14.4% | -16.9% | -5.6% |
| 3M | -1.3% | +4.3% | -5.6% | -3.1% |
| 6M | +3.1% | -9.8% | +12.9% | +3.8% |
| YTD | +10.9% | -53.4% | +64.4% | +30.1% |
| 1Y | +12.1% | -54.9% | +66.9% | +32.3% |
| 3Y | +73.9% | -59.5% | +133.4% | +106.0% |
| All | +57.7% | -63.1% | +120.8% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling