+635.3%
VST vs CLF
-42.3%
+677.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.9% | -6.9% | -3.0% |
| 7D | -6.0% | -9.1% | +3.0% | -4.2% |
| 30D | -18.8% | -0.9% | -17.8% | -18.7% |
| 3M | -8.0% | +3.0% | -11.0% | -8.9% |
| 6M | -10.9% | +16.7% | -27.6% | -14.6% |
| YTD | -18.3% | -3.2% | -15.2% | -20.1% |
| 1Y | -29.9% | +24.6% | -54.5% | -34.6% |
| 3Y | +290.3% | -22.3% | +312.6% | +266.1% |
| 5Y | +635.3% | -41.2% | +676.5% | +579.7% |
| All | +635.3% | -42.3% | +677.6% | +579.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling