+1,164.9%
VST vs CLX
+32.0%
+1,132.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.1% |
| 7D | +6.6% | +9.5% | -2.9% | +6.3% |
| 30D | -12.4% | +30.7% | -43.1% | -13.1% |
| 3M | -9.0% | +4.2% | -13.2% | -8.9% |
| 6M | -6.4% | +22.1% | -28.6% | -7.2% |
| YTD | -17.2% | +14.1% | -31.3% | -17.6% |
| 1Y | -22.0% | +10.3% | -32.3% | -22.3% |
| 3Y | +296.7% | -7.8% | +304.5% | +297.8% |
| 5Y | +637.6% | -20.8% | +658.4% | +643.0% |
| All | +1,164.9% | +32.0% | +1,132.8% | +1,032.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling