+361.1%
VST vs CLSK
+182.0%
+179.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.4% |
| 7D | +8.9% | +8.8% | +0.1% | +7.5% |
| 30D | +6.2% | -6.0% | +12.2% | +6.7% |
| 3M | -2.7% | -24.4% | +21.6% | +0.2% |
| 6M | -8.4% | +19.0% | -27.4% | -11.8% |
| YTD | -7.2% | +25.4% | -32.6% | -12.4% |
| 1Y | -20.9% | +39.8% | -60.7% | -27.5% |
| All | +361.1% | +182.0% | +179.1% | +284.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling