+227.8%
VST vs CI
+2.7%
+225.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -28.9% |
| 3M | -19.6% | +12.1% | -31.6% | -18.5% |
| 6M | -29.4% | +10.6% | -40.0% | -28.5% |
| YTD | -29.7% | +11.4% | -41.1% | -28.7% |
| 1Y | -40.0% | +18.8% | -58.8% | -38.7% |
| All | +227.8% | +2.7% | +225.1% | +242.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling