+377.4%
VT vs CSGP
+580.1%
-202.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.8% |
| 7D | +0.4% | -4.1% | +4.5% | +1.8% |
| 30D | +1.0% | +2.3% | -1.3% | -0.2% |
| 3M | +2.4% | -8.2% | +10.6% | +3.9% |
| 6M | +12.0% | -35.1% | +47.1% | +26.9% |
| YTD | +15.3% | -54.0% | +69.4% | +45.3% |
| 1Y | +22.6% | -65.3% | +87.9% | +69.8% |
| 3Y | +74.7% | -62.6% | +137.2% | +128.6% |
| 5Y | +66.1% | -64.8% | +131.0% | +114.7% |
| 10Y | +225.0% | +45.1% | +179.9% | +125.8% |
| All | +377.4% | +580.1% | -202.6% | +27.9% |
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 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