+897.3%
VST vs CLF
+110.6%
+786.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -12.2% | +6.1% | -4.1% |
| 7D | -19.9% | -21.0% | +1.1% | -16.6% |
| 30D | -29.7% | -8.0% | -21.7% | -28.7% |
| 3M | -19.6% | -10.9% | -8.7% | -18.3% |
| 6M | -29.4% | +5.8% | -35.2% | -31.0% |
| YTD | -29.7% | -15.1% | -14.6% | -29.5% |
| 1Y | -40.0% | +7.2% | -47.3% | -42.2% |
| 3Y | +231.0% | -34.2% | +265.2% | +226.7% |
| 5Y | +500.1% | -49.6% | +549.7% | +491.8% |
| 10Y | +1,004.2% | +109.9% | +894.3% | +687.3% |
| All | +897.3% | +110.6% | +786.7% | +610.0% |
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