+1,058.9%
VST vs ADSK
+263.4%
+795.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -6.0% | +3.1% | -9.1% | -7.1% |
| 30D | -18.8% | +10.5% | -29.3% | -21.5% |
| 3M | -8.0% | +1.6% | -9.6% | -9.6% |
| 6M | -10.9% | +6.4% | -17.3% | -14.7% |
| YTD | -18.3% | -12.1% | -6.2% | -17.7% |
| 1Y | -29.9% | -12.9% | -17.0% | -29.2% |
| 3Y | +290.3% | +23.5% | +266.8% | +255.1% |
| 5Y | +635.3% | -18.9% | +654.1% | +623.2% |
| 10Y | +1,162.4% | +253.9% | +908.4% | +708.1% |
| All | +1,058.9% | +263.4% | +795.5% | +634.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling