+1,112.0%
VST vs CME
+331.0%
+781.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.4% | +11.0% | +10.7% |
| 7D | -9.8% | +0.9% | -10.7% | -10.1% |
| 30D | -25.1% | +13.2% | -38.3% | -28.4% |
| 3M | -11.6% | +16.3% | -27.9% | -16.4% |
| 6M | -20.9% | +7.1% | -28.1% | -23.7% |
| YTD | -22.3% | +15.8% | -38.1% | -27.7% |
| 1Y | -32.0% | +17.1% | -49.1% | -37.1% |
| 3Y | +262.4% | +63.2% | +199.2% | +181.5% |
| 5Y | +563.4% | +70.2% | +493.1% | +394.8% |
| All | +1,112.0% | +331.0% | +781.0% | +628.3% |
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