+1,112.0%
VST vs CI
+166.5%
+945.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.6% | +13.2% | +11.2% |
| 7D | -9.8% | -1.6% | -8.3% | -9.6% |
| 30D | -25.1% | +5.4% | -30.6% | -26.5% |
| 3M | -11.6% | +7.3% | -18.8% | -13.7% |
| 6M | -20.9% | +5.3% | -26.2% | -22.9% |
| YTD | -22.3% | +8.5% | -30.8% | -25.1% |
| 1Y | -32.0% | +17.1% | -49.1% | -35.9% |
| 3Y | +262.4% | +1.4% | +261.0% | +237.1% |
| 5Y | +563.4% | +50.5% | +512.9% | +418.0% |
| All | +1,112.0% | +166.5% | +945.5% | +801.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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