-32.0%
VST vs CI
+15.7%
-47.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.6% | +13.2% | +10.1% |
| 7D | -9.8% | -1.6% | -8.3% | -9.9% |
| 30D | -25.1% | +5.4% | -30.6% | -25.1% |
| 3M | -11.6% | +7.3% | -18.8% | -11.7% |
| 6M | -20.9% | +5.3% | -26.2% | -21.4% |
| YTD | -22.3% | +8.5% | -30.8% | -24.4% |
| 1Y | -32.0% | +17.1% | -49.1% | -33.3% |
| All | -32.0% | +15.7% | -47.7% | -33.3% |
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