+1,197.0%
VST vs ADSK
+195.7%
+1,001.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.1% | -3.3% |
| 7D | +2.0% | -10.9% | +12.9% | +4.9% |
| 30D | +1.5% | -15.9% | +17.4% | +5.7% |
| 3M | +6.3% | -4.4% | +10.7% | +5.7% |
| 6M | -10.3% | -16.6% | +6.3% | -7.8% |
| YTD | -8.6% | -28.5% | +19.9% | -1.9% |
| 1Y | -29.3% | -34.6% | +5.3% | -22.1% |
| 3Y | +344.9% | -3.5% | +348.4% | +335.4% |
| 5Y | +774.8% | -25.6% | +800.4% | +785.3% |
| All | +1,197.0% | +195.7% | +1,001.3% | +775.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling