+1,216.9%
VST vs CMS
+127.5%
+1,089.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +8.9% | +0.4% | +8.5% | +8.7% |
| 30D | +6.2% | -3.6% | +9.8% | +7.8% |
| 3M | -2.7% | -1.9% | -0.8% | -2.5% |
| 6M | -8.4% | -11.0% | +2.6% | -4.0% |
| YTD | -7.2% | +0.2% | -7.4% | -7.4% |
| 1Y | -20.9% | -1.3% | -19.6% | -20.9% |
| 3Y | +384.0% | +35.9% | +348.1% | +305.9% |
| 5Y | +757.1% | +23.1% | +734.0% | +649.6% |
| All | +1,216.9% | +127.5% | +1,089.3% | +880.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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