-40.0%
VST vs CI
+17.9%
-58.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -4.9% | -6.3% |
| 7D | -19.9% | +1.0% | -20.9% | -19.7% |
| 30D | -29.7% | +9.9% | -39.5% | -29.4% |
| 3M | -19.6% | +12.1% | -31.6% | -19.4% |
| 6M | -29.4% | +10.6% | -40.0% | -29.9% |
| YTD | -29.7% | +11.4% | -41.1% | -31.4% |
| 1Y | -40.0% | +18.8% | -58.8% | -41.2% |
| All | -40.0% | +17.9% | -58.0% | -41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling