+262.4%
VST vs CB
+71.5%
+190.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.8% | +12.3% | +9.8% |
| 7D | -9.8% | +0.2% | -10.1% | -9.6% |
| 30D | -25.1% | +9.1% | -34.2% | -22.5% |
| 3M | -11.6% | +3.4% | -15.0% | -10.0% |
| 6M | -20.9% | +14.1% | -35.0% | -16.9% |
| YTD | -22.3% | +18.0% | -40.3% | -17.5% |
| 1Y | -32.0% | +30.1% | -62.1% | -26.7% |
| 3Y | +262.4% | +71.8% | +190.6% | +296.6% |
| All | +262.4% | +71.5% | +190.9% | +296.6% |
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 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