+769.3%
VST vs CME
+78.2%
+691.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.5% |
| 7D | +8.9% | -1.6% | +10.5% | +8.9% |
| 30D | +6.2% | +6.2% | 0.0% | +6.3% |
| 3M | -2.7% | +10.4% | -13.1% | -2.5% |
| 6M | -8.4% | -9.5% | +1.2% | -7.5% |
| YTD | -7.2% | +6.0% | -13.2% | -7.4% |
| 1Y | -20.9% | +9.3% | -30.2% | -21.4% |
| 3Y | +384.0% | +57.7% | +326.3% | +335.4% |
| All | +769.3% | +78.2% | +691.2% | +626.8% |
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