+450.2%
VST vs CAVA
+48.5%
+401.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.4% | +1.9% | +5.8% |
| 7D | -0.5% | +0.5% | -1.0% | -0.8% |
| 30D | -17.1% | +16.2% | -33.3% | -20.9% |
| 3M | -4.6% | -0.1% | -4.5% | -6.0% |
| 6M | -9.1% | -21.5% | +12.4% | -5.1% |
| YTD | -16.6% | +6.2% | -22.9% | -22.9% |
| 1Y | -29.5% | +28.2% | -57.7% | -39.5% |
| 3Y | +297.5% | +97.7% | +199.8% | +308.2% |
| All | +450.2% | +48.5% | +401.8% | +464.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling