+962.7%
VST vs CLF
+140.0%
+822.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -9.2% | -4.6% | -12.3% |
| 7D | -15.7% | -7.9% | -7.8% | -14.4% |
| 30D | -17.0% | +5.2% | -22.2% | -17.7% |
| 3M | -15.9% | +4.3% | -20.2% | -16.8% |
| 6M | -25.0% | +25.3% | -50.3% | -28.7% |
| YTD | -25.1% | -3.3% | -21.8% | -26.5% |
| 1Y | -34.9% | +20.2% | -55.1% | -38.4% |
| 3Y | +252.7% | -25.0% | +277.7% | +240.7% |
| 5Y | +582.3% | -42.1% | +624.4% | +557.8% |
| 10Y | +1,076.6% | +139.1% | +937.4% | +721.0% |
| All | +962.7% | +140.0% | +822.7% | +640.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling