+495.7%
VST vs CTVA
+191.8%
+303.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.2% | +11.7% | +10.9% |
| 7D | -9.8% | +2.2% | -12.0% | -10.7% |
| 30D | -25.1% | -17.6% | -7.5% | -20.6% |
| 3M | -11.6% | +3.4% | -15.0% | -13.1% |
| 6M | -20.9% | -2.6% | -18.3% | -21.4% |
| YTD | -22.3% | +19.1% | -41.4% | -28.1% |
| 1Y | -32.0% | +26.8% | -58.8% | -38.5% |
| 3Y | +262.4% | +63.9% | +198.5% | +194.6% |
| 5Y | +563.4% | +75.7% | +487.6% | +417.1% |
| All | +495.7% | +191.8% | +303.9% | +259.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling