+373.4%
VST vs CF
+73.9%
+299.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.8% | +3.7% |
| 7D | +8.9% | +6.0% | +2.9% | +8.5% |
| 30D | +6.2% | +14.8% | -8.6% | +5.3% |
| 3M | -2.7% | +14.1% | -16.8% | -3.6% |
| 6M | -8.4% | +28.5% | -36.9% | -11.5% |
| YTD | -7.2% | +74.9% | -82.1% | -15.2% |
| 1Y | -20.9% | +61.7% | -82.6% | -26.8% |
| All | +373.4% | +73.9% | +299.5% | +331.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling