-34.9%
VST vs ADSK
-10.6%
-24.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +7.0% | -20.9% | -12.3% |
| 7D | -15.7% | +11.4% | -27.1% | -13.7% |
| 30D | -17.0% | +21.9% | -38.9% | -14.0% |
| 3M | -15.9% | +13.9% | -29.7% | -13.3% |
| 6M | -25.0% | +9.1% | -34.1% | -20.6% |
| YTD | -25.1% | -8.8% | -16.4% | -16.1% |
| 1Y | -34.9% | -10.2% | -24.6% | -26.9% |
| All | -34.9% | -10.6% | -24.2% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling