+301.1%
VST vs CTVA
+45.6%
+255.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -24.3% | +25.1% | +5.9% |
| 7D | +19.2% | -23.7% | +42.8% | +24.8% |
| 30D | -17.2% | -31.2% | +14.1% | -10.8% |
| 3M | -8.1% | -18.7% | +10.6% | -5.6% |
| 6M | -8.1% | -25.5% | +17.4% | -4.1% |
| YTD | -16.3% | -8.0% | -8.2% | -18.9% |
| 1Y | -24.1% | -7.0% | -17.1% | -26.8% |
| All | +301.1% | +45.6% | +255.5% | +242.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling