+996.4%
VST vs CF
+557.2%
+439.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +6.2% | -12.3% | -7.5% |
| 7D | -19.9% | +0.4% | -20.3% | -20.0% |
| 30D | -29.7% | +2.2% | -31.9% | -30.1% |
| 3M | -19.6% | +2.1% | -21.7% | -20.3% |
| 6M | -29.4% | -6.5% | -22.9% | -29.2% |
| YTD | -29.7% | +55.6% | -85.3% | -38.8% |
| 1Y | -40.0% | +42.3% | -82.3% | -46.7% |
| 3Y | +231.0% | +55.7% | +175.2% | +181.4% |
| 5Y | +500.1% | +122.4% | +377.6% | +336.3% |
| All | +996.4% | +557.2% | +439.2% | +490.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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