+1,112.0%
VST vs CB
+248.0%
+864.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.8% | +12.3% | +11.1% |
| 7D | -9.8% | +0.2% | -10.1% | -10.1% |
| 30D | -25.1% | +9.1% | -34.2% | -27.8% |
| 3M | -11.6% | +3.4% | -15.0% | -13.1% |
| 6M | -20.9% | +14.1% | -35.0% | -25.7% |
| YTD | -22.3% | +18.0% | -40.3% | -28.5% |
| 1Y | -32.0% | +30.1% | -62.1% | -40.1% |
| 3Y | +262.4% | +71.8% | +190.6% | +170.4% |
| 5Y | +563.4% | +101.8% | +461.5% | +351.8% |
| All | +1,112.0% | +248.0% | +864.0% | +520.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling