+439.0%
VST vs CAVA
+43.8%
+395.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.2% |
| 7D | -6.0% | +0.1% | -6.2% | -6.1% |
| 30D | -18.8% | +12.6% | -31.3% | -21.9% |
| 3M | -8.0% | -1.9% | -6.1% | -9.0% |
| 6M | -10.9% | -23.9% | +13.0% | -6.3% |
| YTD | -18.3% | +2.9% | -21.2% | -23.8% |
| 1Y | -29.9% | +21.6% | -51.5% | -38.8% |
| 3Y | +290.3% | +94.4% | +195.9% | +304.2% |
| All | +439.0% | +43.8% | +395.2% | +457.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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