+373.4%
VST vs CLF
-18.8%
+392.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +3.2% |
| 7D | +8.9% | +7.6% | +1.3% | +7.3% |
| 30D | +6.2% | -1.2% | +7.4% | +6.3% |
| 3M | -2.7% | -13.4% | +10.6% | -0.6% |
| 6M | -8.4% | +15.4% | -23.8% | -12.8% |
| YTD | -7.2% | -5.9% | -1.3% | -8.7% |
| 1Y | -20.9% | +18.8% | -39.7% | -27.6% |
| All | +373.4% | -18.8% | +392.2% | +342.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling