+359.1%
VST vs ADSK
-3.8%
+362.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.2% |
| 7D | +9.9% | -14.3% | +24.2% | +13.6% |
| 30D | +7.9% | -14.8% | +22.7% | +11.5% |
| 3M | +3.4% | -5.7% | +9.1% | +3.3% |
| 6M | -4.1% | -18.7% | +14.6% | +0.7% |
| YTD | -5.7% | -28.3% | +22.6% | +5.0% |
| 1Y | -18.9% | -35.1% | +16.2% | -5.3% |
| 3Y | +359.1% | -3.2% | +362.2% | +365.6% |
| All | +359.1% | -3.8% | +362.8% | +365.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling