+290.3%
VST vs CI
+11.1%
+279.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.6% | -1.7% |
| 7D | -6.0% | +2.6% | -8.6% | -5.6% |
| 30D | -18.8% | +7.3% | -26.1% | -17.9% |
| 3M | -8.0% | +9.5% | -17.5% | -6.9% |
| 6M | -10.9% | +6.4% | -17.4% | -9.9% |
| YTD | -18.3% | +12.0% | -30.3% | -17.1% |
| 1Y | -29.9% | +20.1% | -50.0% | -28.2% |
| 3Y | +290.3% | +9.6% | +280.7% | +299.8% |
| All | +290.3% | +11.1% | +279.2% | +299.8% |
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