+1,216.9%
VST vs CI
+143.6%
+1,073.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.9% |
| 7D | +8.9% | +1.3% | +7.6% | +8.5% |
| 30D | +6.2% | +4.4% | +1.8% | +4.9% |
| 3M | -2.7% | +0.7% | -3.4% | -3.3% |
| 6M | -8.4% | +0.3% | -8.7% | -9.2% |
| YTD | -7.2% | +3.8% | -11.0% | -9.0% |
| 1Y | -20.9% | -5.5% | -15.4% | -21.1% |
| 3Y | +384.0% | +8.1% | +375.9% | +338.8% |
| 5Y | +757.1% | +42.8% | +714.3% | +584.4% |
| All | +1,216.9% | +143.6% | +1,073.3% | +856.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling