-32.0%
VST vs CL
+29.1%
-61.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.2% | +12.7% | +9.0% |
| 7D | -9.8% | +1.3% | -11.1% | -8.5% |
| 30D | -25.1% | +11.4% | -36.5% | -19.5% |
| 3M | -11.6% | +4.4% | -16.0% | -8.4% |
| 6M | -20.9% | +10.8% | -31.7% | -15.0% |
| YTD | -22.3% | +25.1% | -47.4% | -8.4% |
| 1Y | -32.0% | +28.0% | -60.0% | -17.9% |
| All | -32.0% | +29.1% | -61.1% | -17.9% |
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