+523.2%
VST vs CLX
-26.6%
+549.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.5% | -6.7% | -6.1% |
| 7D | -19.9% | +12.4% | -32.3% | -19.3% |
| 30D | -29.7% | +21.1% | -50.8% | -28.9% |
| 3M | -19.6% | -3.3% | -16.2% | -19.3% |
| 6M | -29.4% | +18.8% | -48.2% | -29.0% |
| YTD | -29.7% | +3.9% | -33.6% | -29.2% |
| 1Y | -40.0% | -3.8% | -36.2% | -39.5% |
| 3Y | +231.0% | -10.5% | +241.5% | +231.1% |
| All | +523.2% | -26.6% | +549.8% | +516.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling