+249.3%
VST vs CF
+47.5%
+201.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -4.4% | -9.4% | -13.6% |
| 7D | -15.7% | -6.9% | -8.8% | -15.4% |
| 30D | -17.0% | -3.7% | -13.2% | -16.8% |
| 3M | -15.9% | -5.0% | -10.9% | -15.6% |
| 6M | -25.0% | -10.5% | -14.5% | -24.6% |
| YTD | -25.1% | +46.5% | -71.6% | -30.9% |
| 1Y | -34.9% | +34.8% | -69.7% | -39.1% |
| All | +249.3% | +47.5% | +201.8% | +219.5% |
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