+373.4%
VST vs CLX
-32.8%
+406.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.3% |
| 7D | +8.9% | -9.2% | +18.1% | +7.6% |
| 30D | +6.2% | -11.0% | +17.3% | +4.6% |
| 3M | -2.7% | +5.0% | -7.8% | -2.2% |
| 6M | -8.4% | -18.8% | +10.5% | -9.8% |
| YTD | -7.2% | -4.4% | -2.8% | -6.8% |
| 1Y | -20.9% | -21.9% | +1.0% | -21.6% |
| All | +373.4% | -32.8% | +406.2% | +359.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling