-26.4%
VST vs CPB
-22.3%
-4.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -2.5% |
| 7D | -6.0% | +2.9% | -8.9% | -4.5% |
| 30D | -18.8% | +17.6% | -36.4% | -13.3% |
| 3M | -8.0% | +2.0% | -10.1% | -5.0% |
| 6M | -10.9% | +11.6% | -22.6% | -6.3% |
| YTD | -18.3% | -13.8% | -4.6% | -15.3% |
| All | -26.4% | -22.3% | -4.0% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling