-28.5%
VST vs CI
+15.8%
-44.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.7% | +6.6% | +7.4% |
| 7D | -0.5% | +0.1% | -0.7% | -0.4% |
| 30D | -17.1% | +4.7% | -21.7% | -16.9% |
| 3M | -4.6% | +5.2% | -9.8% | -4.4% |
| 6M | -9.1% | +3.8% | -12.9% | -9.1% |
| YTD | -16.6% | +9.2% | -25.8% | -18.4% |
| All | -28.5% | +15.8% | -44.2% | -28.1% |
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 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