+1,371.1%
VST vs CLSK
-61.4%
+1,432.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.2% | -4.6% | +1.5% |
| 7D | +9.9% | +21.9% | -12.0% | +9.4% |
| 30D | +7.9% | +9.6% | -1.7% | +7.7% |
| 3M | +3.4% | -18.4% | +21.8% | +3.7% |
| 6M | -4.1% | +46.4% | -50.5% | -4.9% |
| YTD | -5.7% | +33.2% | -38.9% | -6.4% |
| 1Y | -18.9% | +47.0% | -65.9% | -19.7% |
| 3Y | +359.1% | +206.4% | +152.7% | +349.4% |
| 5Y | +766.9% | +5.4% | +761.5% | +747.0% |
| All | +1,371.1% | -61.4% | +1,432.4% | +1,360.7% |
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