-20.9%
VST vs ICE
-7.2%
-13.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +3.3% |
| 7D | +8.9% | -0.7% | +9.6% | +8.8% |
| 30D | +6.2% | +7.6% | -1.4% | +7.0% |
| 3M | -2.7% | +13.9% | -16.7% | -0.7% |
| 6M | -8.4% | -2.4% | -6.0% | -6.6% |
| YTD | -7.2% | +0.3% | -7.5% | -5.3% |
| 1Y | -20.9% | -6.4% | -14.5% | -23.1% |
| All | -20.9% | -7.2% | -13.7% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling