+500.1%
VST vs CF
+125.5%
+374.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +6.2% | -12.3% | -6.8% |
| 7D | -19.9% | +0.4% | -20.3% | -19.9% |
| 30D | -29.7% | +2.2% | -31.9% | -29.9% |
| 3M | -19.6% | +2.1% | -21.7% | -19.9% |
| 6M | -29.4% | -6.5% | -22.9% | -29.2% |
| YTD | -29.7% | +55.6% | -85.3% | -35.5% |
| 1Y | -40.0% | +42.3% | -82.3% | -44.2% |
| 3Y | +231.0% | +55.7% | +175.2% | +200.1% |
| 5Y | +500.1% | +122.4% | +377.6% | +430.5% |
| All | +500.1% | +125.5% | +374.6% | +430.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling