+769.3%
VST vs CI
+42.7%
+726.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.6% |
| 7D | +8.9% | +1.3% | +7.6% | +8.8% |
| 30D | +6.2% | +4.4% | +1.8% | +5.9% |
| 3M | -2.7% | +0.7% | -3.4% | -2.9% |
| 6M | -8.4% | +0.3% | -8.7% | -8.6% |
| YTD | -7.2% | +3.8% | -11.0% | -7.8% |
| 1Y | -20.9% | -5.5% | -15.4% | -21.0% |
| 3Y | +384.0% | +8.1% | +375.9% | +353.8% |
| All | +769.3% | +42.7% | +726.6% | +642.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling