+1,205.2%
VST vs CAH
+427.0%
+778.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.9% | +6.4% | +7.1% |
| 7D | -0.5% | +7.8% | -8.4% | -2.5% |
| 30D | -17.1% | +15.5% | -32.5% | -20.2% |
| 3M | -4.6% | +16.3% | -20.9% | -8.5% |
| 6M | -9.1% | +50.0% | -59.1% | -18.8% |
| YTD | -16.6% | +34.7% | -51.4% | -23.6% |
| 1Y | -29.5% | +35.9% | -65.4% | -35.6% |
| 3Y | +297.5% | +178.5% | +119.0% | +190.0% |
| 5Y | +654.5% | +515.7% | +138.9% | +325.3% |
| 10Y | +1,205.2% | +421.5% | +783.7% | +595.2% |
| All | +1,205.2% | +427.0% | +778.3% | +595.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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