-34.9%
VST vs CL
+33.4%
-68.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.3% | -17.1% | -11.6% |
| 7D | -15.7% | +7.7% | -23.4% | -11.1% |
| 30D | -17.0% | +15.2% | -32.2% | -8.8% |
| 3M | -15.9% | +7.3% | -23.2% | -11.2% |
| 6M | -25.0% | +17.0% | -42.0% | -17.1% |
| YTD | -25.1% | +28.0% | -53.1% | -10.4% |
| 1Y | -34.9% | +32.1% | -67.0% | -19.8% |
| All | -34.9% | +33.4% | -68.3% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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