+227.8%
VST vs CPB
-35.1%
+263.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.7% | -6.9% | -5.8% |
| 7D | -19.9% | +11.6% | -31.5% | -15.6% |
| 30D | -29.7% | +23.3% | -53.0% | -22.3% |
| 3M | -19.6% | +1.6% | -21.2% | -17.2% |
| 6M | -29.4% | +13.9% | -43.3% | -23.3% |
| YTD | -29.7% | -11.7% | -18.0% | -30.5% |
| 1Y | -40.0% | -18.2% | -21.8% | -42.7% |
| All | +227.8% | -35.1% | +263.0% | +178.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling