+1,162.4%
VST vs CME
+301.9%
+860.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.5% |
| 7D | -6.0% | +1.7% | -7.7% | -6.6% |
| 30D | -18.8% | +10.2% | -28.9% | -21.6% |
| 3M | -8.0% | +17.8% | -25.8% | -13.5% |
| 6M | -10.9% | +11.0% | -21.9% | -15.2% |
| YTD | -18.3% | +17.0% | -35.4% | -24.3% |
| 1Y | -29.9% | +15.8% | -45.7% | -34.9% |
| 3Y | +290.3% | +61.8% | +228.5% | +204.1% |
| 5Y | +635.3% | +72.5% | +562.8% | +443.7% |
| 10Y | +1,162.4% | +288.0% | +874.4% | +623.5% |
| All | +1,162.4% | +301.9% | +860.5% | +623.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling