+227.8%
VST vs CL
+41.3%
+186.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.1% | -6.1% | -6.2% |
| 7D | -19.9% | +5.9% | -25.8% | -16.5% |
| 30D | -29.7% | +13.8% | -43.4% | -23.0% |
| 3M | -19.6% | +6.4% | -26.0% | -15.5% |
| 6M | -29.4% | +15.6% | -45.0% | -21.3% |
| YTD | -29.7% | +27.9% | -57.6% | -15.8% |
| 1Y | -40.0% | +31.4% | -71.4% | -26.7% |
| All | +227.8% | +41.3% | +186.5% | +246.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling