-29.9%
VST vs CLX
+4.7%
-34.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.1% | -1.8% |
| 7D | -6.0% | +13.6% | -19.7% | -2.9% |
| 30D | -18.8% | +29.1% | -47.8% | -13.8% |
| 3M | -8.0% | +1.6% | -9.6% | -6.8% |
| 6M | -10.9% | +18.7% | -29.6% | -7.1% |
| YTD | -18.3% | +11.1% | -29.4% | -11.1% |
| 1Y | -29.9% | +7.0% | -36.9% | -24.2% |
| All | -29.9% | +4.7% | -34.6% | -24.2% |
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