-32.0%
VST vs CLX
-3.5%
-28.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.3% | +10.3% | +10.6% |
| 7D | -9.8% | +13.6% | -23.4% | -7.0% |
| 30D | -25.1% | +23.4% | -48.5% | -21.5% |
| 3M | -11.6% | -2.8% | -8.7% | -11.2% |
| 6M | -20.9% | +14.0% | -34.9% | -18.7% |
| YTD | -22.3% | +4.2% | -26.5% | -17.5% |
| 1Y | -32.0% | -1.2% | -30.8% | -28.0% |
| All | -32.0% | -3.5% | -28.5% | -28.0% |
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