-34.9%
VST vs CB
+34.9%
-69.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.1% | -15.9% | -12.1% |
| 7D | -15.7% | +5.3% | -21.0% | -11.9% |
| 30D | -17.0% | +13.2% | -30.2% | -8.3% |
| 3M | -15.9% | +7.8% | -23.6% | -10.3% |
| 6M | -25.0% | +15.8% | -40.8% | -15.3% |
| YTD | -25.1% | +21.0% | -46.1% | -10.9% |
| 1Y | -34.9% | +32.2% | -67.0% | -17.5% |
| All | -34.9% | +34.9% | -69.7% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 1y: compounded portfolio wealth divided by compounded CB 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…
1y analysis · Full analysis span regression · 6 months rolling