+1,216.9%
VST vs CLX
+2.9%
+1,213.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.6% |
| 7D | +8.9% | -9.2% | +18.1% | +9.4% |
| 30D | +6.2% | -11.0% | +17.3% | +6.7% |
| 3M | -2.7% | +5.0% | -7.8% | -3.3% |
| 6M | -8.4% | -18.8% | +10.5% | -7.3% |
| YTD | -7.2% | -4.4% | -2.8% | -7.3% |
| 1Y | -20.9% | -21.9% | +1.0% | -19.7% |
| 3Y | +384.0% | -32.8% | +416.7% | +395.7% |
| 5Y | +757.1% | -34.6% | +791.6% | +769.5% |
| All | +1,216.9% | +2.9% | +1,213.9% | +1,065.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling