+623.1%
VST vs CTVA
+216.1%
+407.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.9% | +2.3% |
| 7D | +9.9% | -2.1% | +12.0% | +10.6% |
| 30D | +7.9% | +12.0% | -4.1% | +3.9% |
| 3M | +3.4% | +13.5% | -10.1% | -1.7% |
| 6M | -4.1% | +12.1% | -16.2% | -8.7% |
| YTD | -5.7% | +29.0% | -34.7% | -14.6% |
| 1Y | -18.9% | +18.9% | -37.7% | -24.8% |
| 3Y | +359.1% | +78.9% | +280.2% | +264.1% |
| 5Y | +766.9% | +105.2% | +661.6% | +542.1% |
| All | +623.1% | +216.1% | +407.0% | +326.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CTVA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling