+452.6%
VST vs CAVA
+36.5%
+416.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.9% |
| 7D | +19.2% | -4.4% | +23.6% | +20.6% |
| 30D | -17.2% | +8.2% | -25.4% | -19.5% |
| 3M | -8.1% | -17.4% | +9.3% | -4.3% |
| 6M | -8.1% | -25.7% | +17.6% | -2.9% |
| YTD | -16.3% | -2.3% | -14.0% | -20.8% |
| 1Y | -24.1% | +17.6% | -41.7% | -33.3% |
| 3Y | +300.2% | +84.6% | +215.6% | +320.1% |
| All | +452.6% | +36.5% | +416.1% | +479.4% |
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