+1,112.0%
VST vs CLF
+104.8%
+1,007.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.7% | +8.9% | +10.3% |
| 7D | -9.8% | -19.6% | +9.8% | -6.3% |
| 30D | -25.1% | -5.0% | -20.2% | -24.5% |
| 3M | -11.6% | -6.3% | -5.3% | -10.9% |
| 6M | -20.9% | +2.8% | -23.7% | -22.3% |
| YTD | -22.3% | -13.7% | -8.6% | -22.3% |
| 1Y | -32.0% | +13.6% | -45.6% | -35.1% |
| 3Y | +262.4% | -34.0% | +296.4% | +257.4% |
| 5Y | +563.4% | -48.7% | +612.1% | +552.3% |
| All | +1,112.0% | +104.8% | +1,007.3% | +776.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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