+654.5%
VST vs ADSK
-19.8%
+674.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +7.2% |
| 7D | -0.5% | +2.1% | -2.6% | -1.3% |
| 30D | -17.1% | +11.9% | -29.0% | -19.8% |
| 3M | -4.6% | +5.7% | -10.3% | -6.9% |
| 6M | -9.1% | +7.7% | -16.8% | -12.5% |
| YTD | -16.6% | -11.0% | -5.6% | -15.1% |
| 1Y | -29.5% | -11.4% | -18.1% | -28.1% |
| 3Y | +297.5% | +28.7% | +268.9% | +262.3% |
| 5Y | +654.5% | -20.1% | +674.6% | +597.2% |
| All | +654.5% | -19.8% | +674.4% | +597.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling