+1,112.0%
VST vs CF
+561.7%
+550.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.7% | +9.9% | +10.4% |
| 7D | -9.8% | -3.2% | -6.6% | -9.2% |
| 30D | -25.1% | +4.3% | -29.5% | -26.0% |
| 3M | -11.6% | +2.8% | -14.4% | -12.6% |
| 6M | -20.9% | +0.6% | -21.5% | -21.9% |
| YTD | -22.3% | +56.6% | -78.9% | -32.5% |
| 1Y | -32.0% | +49.6% | -81.6% | -40.3% |
| 3Y | +262.4% | +61.5% | +200.9% | +205.4% |
| 5Y | +563.4% | +124.0% | +439.4% | +381.6% |
| All | +1,112.0% | +561.7% | +550.3% | +552.3% |
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