+1,179.1%
VST vs CB
+246.5%
+932.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +19.2% | 0.0% | +19.1% | +19.0% |
| 30D | -17.2% | +7.4% | -24.5% | -19.5% |
| 3M | -8.1% | +8.6% | -16.8% | -11.3% |
| 6M | -8.1% | +16.1% | -24.3% | -14.3% |
| YTD | -16.3% | +20.2% | -36.5% | -23.5% |
| 1Y | -24.1% | +27.2% | -51.3% | -32.3% |
| 3Y | +300.2% | +72.7% | +227.5% | +198.8% |
| 5Y | +645.9% | +105.9% | +540.0% | +404.5% |
| All | +1,179.1% | +246.5% | +932.6% | +574.7% |
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