+227.8%
VST vs CB
+74.6%
+153.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.5% | -6.4% |
| 7D | -19.9% | +2.6% | -22.5% | -19.0% |
| 30D | -29.7% | +11.2% | -40.9% | -26.7% |
| 3M | -19.6% | +5.7% | -25.3% | -17.5% |
| 6M | -29.4% | +15.9% | -45.3% | -25.4% |
| YTD | -29.7% | +20.2% | -49.9% | -24.9% |
| 1Y | -40.0% | +32.4% | -72.4% | -34.9% |
| All | +227.8% | +74.6% | +153.2% | +261.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling