+645.9%
VST vs CLX
-21.9%
+667.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.9% |
| 7D | +19.2% | +8.5% | +10.6% | +19.6% |
| 30D | -17.2% | +30.0% | -47.1% | -16.0% |
| 3M | -8.1% | +3.8% | -11.9% | -7.5% |
| 6M | -8.1% | +24.6% | -32.8% | -7.2% |
| YTD | -16.3% | +12.8% | -29.0% | -15.3% |
| 1Y | -24.1% | +8.6% | -32.7% | -23.2% |
| 3Y | +300.2% | -8.6% | +308.9% | +304.3% |
| 5Y | +645.9% | -21.8% | +667.7% | +642.9% |
| All | +645.9% | -21.9% | +667.8% | +642.9% |
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