+1,112.0%
VST vs CL
+74.1%
+1,038.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.2% | +12.7% | +10.8% |
| 7D | -9.8% | +1.3% | -11.1% | -10.0% |
| 30D | -25.1% | +11.4% | -36.5% | -26.4% |
| 3M | -11.6% | +4.4% | -16.0% | -12.3% |
| 6M | -20.9% | +10.8% | -31.7% | -22.6% |
| YTD | -22.3% | +25.1% | -47.4% | -26.1% |
| 1Y | -32.0% | +28.0% | -60.0% | -35.7% |
| 3Y | +262.4% | +37.6% | +224.8% | +213.7% |
| 5Y | +563.4% | +39.7% | +523.7% | +462.3% |
| All | +1,112.0% | +74.1% | +1,038.0% | +844.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling