-34.9%
VST vs CLX
-6.5%
-28.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +5.7% | -19.5% | -12.4% |
| 7D | -15.7% | +14.2% | -29.9% | -13.1% |
| 30D | -17.0% | +22.7% | -39.6% | -13.2% |
| 3M | -15.9% | -2.8% | -13.1% | -15.5% |
| 6M | -25.0% | +17.7% | -42.7% | -23.1% |
| YTD | -25.1% | +3.3% | -28.5% | -21.1% |
| 1Y | -34.9% | -5.6% | -29.2% | -31.5% |
| All | -34.9% | -6.5% | -28.3% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling