+359.2%
VT vs CSGP
+589.1%
-229.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | -1.6% | -2.2% | +0.6% | -1.6% |
| 30D | -2.5% | +14.4% | -16.9% | -7.8% |
| 3M | -1.3% | +4.3% | -5.6% | -4.4% |
| 6M | +3.1% | -9.8% | +12.9% | +3.4% |
| YTD | +10.9% | -53.4% | +64.4% | +37.2% |
| 1Y | +12.1% | -54.9% | +66.9% | +39.8% |
| 3Y | +73.9% | -59.5% | +133.4% | +118.6% |
| 5Y | +58.0% | -62.9% | +120.9% | +98.2% |
| 10Y | +225.5% | +71.2% | +154.3% | +109.3% |
| All | +359.2% | +589.1% | -229.9% | +20.8% |
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