+629.3%
VST vs CB
+104.6%
+524.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.1% |
| 7D | -6.0% | +0.7% | -6.7% | -6.1% |
| 30D | -18.8% | +8.2% | -26.9% | -19.4% |
| 3M | -8.0% | +6.3% | -14.3% | -8.6% |
| 6M | -10.9% | +16.2% | -27.1% | -13.0% |
| YTD | -18.3% | +19.3% | -37.7% | -20.9% |
| 1Y | -29.9% | +29.2% | -59.1% | -33.5% |
| 3Y | +290.3% | +71.4% | +218.9% | +218.7% |
| All | +629.3% | +104.6% | +524.7% | +447.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling