+766.9%
VST vs ADSK
-25.9%
+792.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.3% |
| 7D | +9.9% | -14.3% | +24.2% | +14.1% |
| 30D | +7.9% | -14.8% | +22.7% | +11.9% |
| 3M | +3.4% | -5.7% | +9.1% | +3.3% |
| 6M | -4.1% | -18.7% | +14.6% | -0.3% |
| YTD | -5.7% | -28.3% | +22.6% | +2.1% |
| 1Y | -18.9% | -35.1% | +16.2% | -9.2% |
| 3Y | +359.1% | -3.2% | +362.2% | +351.7% |
| 5Y | +766.9% | -26.7% | +793.6% | +698.2% |
| All | +766.9% | -25.9% | +792.8% | +698.2% |
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