+611.5%
VST vs CTVA
+223.3%
+388.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.8% |
| 7D | +8.9% | +4.9% | +4.0% | +7.2% |
| 30D | +6.2% | +11.9% | -5.7% | +2.3% |
| 3M | -2.7% | +13.7% | -16.4% | -7.5% |
| 6M | -8.4% | +13.1% | -21.5% | -13.0% |
| YTD | -7.2% | +32.0% | -39.2% | -16.5% |
| 1Y | -20.9% | +22.1% | -43.0% | -27.3% |
| 3Y | +384.0% | +77.5% | +306.5% | +285.2% |
| 5Y | +757.1% | +106.3% | +650.8% | +534.5% |
| All | +611.5% | +223.3% | +388.2% | +317.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling