+519.8%
VST vs CAVA
+34.5%
+485.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | +1.3% |
| 7D | +5.3% | -8.5% | +13.9% | +8.0% |
| 30D | +5.8% | -8.2% | +14.0% | +7.7% |
| 3M | +3.5% | -25.9% | +29.4% | +10.9% |
| 6M | -7.4% | -30.9% | +23.5% | +0.9% |
| YTD | -6.1% | -3.7% | -2.4% | -9.9% |
| 1Y | -21.6% | -13.4% | -8.2% | -22.6% |
| 3Y | +357.2% | +44.2% | +312.9% | +389.3% |
| All | +519.8% | +34.5% | +485.2% | +559.4% |
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