+608.4%
VST vs CTVA
+34.7%
+573.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.7% |
| 7D | +6.6% | -20.8% | +27.3% | +11.5% |
| 30D | -12.4% | -29.6% | +17.3% | -5.4% |
| 3M | -9.0% | -16.9% | +7.9% | -6.5% |
| 6M | -6.4% | -24.3% | +17.8% | -2.0% |
| YTD | -17.2% | -5.6% | -11.6% | -19.6% |
| 1Y | -22.0% | -4.2% | -17.9% | -24.7% |
| 3Y | +296.7% | +43.3% | +253.4% | +232.0% |
| All | +608.4% | +34.7% | +573.7% | +491.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling