+897.3%
VST vs CB
+256.8%
+640.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.5% | -5.9% |
| 7D | -19.9% | +2.6% | -22.5% | -20.7% |
| 30D | -29.7% | +11.2% | -40.9% | -32.5% |
| 3M | -19.6% | +5.7% | -25.3% | -21.5% |
| 6M | -29.4% | +15.9% | -45.3% | -34.0% |
| YTD | -29.7% | +20.2% | -49.9% | -35.7% |
| 1Y | -40.0% | +32.4% | -72.4% | -47.4% |
| 3Y | +231.0% | +75.5% | +155.5% | +145.6% |
| 5Y | +500.1% | +105.5% | +394.6% | +307.4% |
| 10Y | +1,004.2% | +258.5% | +745.7% | +492.0% |
| All | +897.3% | +256.8% | +640.5% | +433.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling