+608.4%
VST vs CME
+74.8%
+533.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.1% |
| 7D | +6.6% | +3.9% | +2.6% | +6.9% |
| 30D | -12.4% | +11.3% | -23.7% | -11.7% |
| 3M | -9.0% | +19.6% | -28.6% | -8.1% |
| 6M | -6.4% | +8.1% | -14.5% | -5.1% |
| YTD | -17.2% | +20.4% | -37.6% | -16.6% |
| 1Y | -22.0% | +16.5% | -38.5% | -21.2% |
| 3Y | +296.7% | +66.4% | +230.2% | +270.0% |
| All | +608.4% | +74.8% | +533.6% | +530.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling