+897.3%
VST vs CME
+333.1%
+564.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -5.8% | -6.1% |
| 7D | -19.9% | +3.7% | -23.6% | -20.9% |
| 30D | -29.7% | +13.7% | -43.4% | -32.8% |
| 3M | -19.6% | +16.6% | -36.1% | -24.0% |
| 6M | -29.4% | +8.2% | -37.6% | -32.0% |
| YTD | -29.7% | +16.3% | -46.1% | -34.6% |
| 1Y | -40.0% | +19.1% | -59.1% | -44.8% |
| 3Y | +231.0% | +67.4% | +163.6% | +154.8% |
| 5Y | +500.1% | +71.0% | +429.1% | +348.2% |
| 10Y | +1,004.2% | +338.9% | +665.3% | +588.3% |
| All | +897.3% | +333.1% | +564.2% | +515.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling