+654.5%
VST vs CME
+70.5%
+584.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.8% | +7.3% |
| 7D | -0.5% | -0.6% | 0.0% | -0.5% |
| 30D | -17.1% | +8.5% | -25.6% | -16.7% |
| 3M | -4.6% | +16.0% | -20.6% | -4.0% |
| 6M | -9.1% | +9.3% | -18.4% | -8.3% |
| YTD | -16.6% | +15.3% | -31.9% | -16.3% |
| 1Y | -29.5% | +14.4% | -43.9% | -29.2% |
| 3Y | +297.5% | +59.9% | +237.6% | +268.7% |
| 5Y | +654.5% | +69.4% | +585.1% | +562.1% |
| All | +654.5% | +70.5% | +584.0% | +562.1% |
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