+1,191.8%
VST vs CLSK
-80.9%
+1,272.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -1.1% |
| 7D | +6.6% | +8.0% | -1.4% | +6.4% |
| 30D | -12.4% | -27.9% | +15.5% | -11.8% |
| 3M | -9.0% | -42.3% | +33.3% | -8.0% |
| 6M | -6.4% | -50.0% | +43.6% | -5.3% |
| YTD | -17.2% | -34.3% | +17.1% | -16.7% |
| 1Y | -22.0% | -44.5% | +22.5% | -21.4% |
| 3Y | +296.7% | +74.5% | +222.1% | +293.5% |
| 5Y | +637.6% | -69.0% | +706.5% | +631.2% |
| All | +1,191.8% | -80.9% | +1,272.7% | +1,200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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