+526.2%
VST vs CTVA
+198.5%
+327.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -6.0% | +2.4% | -8.5% | -6.9% |
| 30D | -18.8% | -8.1% | -10.7% | -16.8% |
| 3M | -8.0% | +6.3% | -14.3% | -10.4% |
| 6M | -10.9% | +0.4% | -11.3% | -12.3% |
| YTD | -18.3% | +21.8% | -40.2% | -25.0% |
| 1Y | -29.9% | +24.9% | -54.8% | -36.2% |
| 3Y | +290.3% | +92.3% | +198.0% | +201.0% |
| 5Y | +635.3% | +78.9% | +556.4% | +470.3% |
| All | +526.2% | +198.5% | +327.7% | +274.7% |
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