+1,179.1%
VST vs CME
+305.5%
+873.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +19.2% | +2.7% | +16.5% | +18.1% |
| 30D | -17.2% | +13.5% | -30.6% | -20.8% |
| 3M | -8.1% | +20.9% | -29.1% | -14.3% |
| 6M | -8.1% | +11.5% | -19.6% | -12.5% |
| YTD | -16.3% | +19.5% | -35.7% | -22.9% |
| 1Y | -24.1% | +17.2% | -41.3% | -29.7% |
| 3Y | +300.2% | +65.1% | +235.1% | +209.4% |
| 5Y | +645.9% | +73.1% | +572.8% | +452.0% |
| All | +1,179.1% | +305.5% | +873.6% | +584.2% |
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