+1,174.0%
VST vs CLSK
-81.2%
+1,255.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -1.9% |
| 7D | -6.0% | -19.4% | +13.4% | -5.6% |
| 30D | -18.8% | -37.4% | +18.6% | -18.0% |
| 3M | -8.0% | -43.3% | +35.3% | -7.0% |
| 6M | -10.9% | -53.7% | +42.8% | -9.7% |
| YTD | -18.3% | -35.1% | +16.7% | -17.8% |
| 1Y | -29.9% | -56.3% | +26.4% | -29.1% |
| 3Y | +290.3% | +75.7% | +214.6% | +287.2% |
| 5Y | +635.3% | -67.7% | +703.0% | +629.1% |
| All | +1,174.0% | -81.2% | +1,255.2% | +1,182.9% |
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