+769.3%
VST vs CMI
+164.2%
+605.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +1.8% |
| 7D | +8.9% | -0.7% | +9.6% | +9.4% |
| 30D | +6.2% | -13.4% | +19.6% | +16.0% |
| 3M | -2.7% | -17.0% | +14.3% | +8.8% |
| 6M | -8.4% | -1.6% | -6.7% | -8.7% |
| YTD | -7.2% | +11.0% | -18.2% | -15.3% |
| 1Y | -20.9% | +41.9% | -62.8% | -38.8% |
| 3Y | +384.0% | +151.8% | +232.2% | +188.6% |
| All | +769.3% | +164.2% | +605.1% | +397.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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