-28.5%
VST vs ICE
+18.6%
-47.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.3% | +7.5% |
| 7D | -0.5% | +1.0% | -1.5% | -0.2% |
| 30D | -17.1% | +11.4% | -28.5% | -15.3% |
| 3M | -4.6% | +16.2% | -20.8% | -2.4% |
| 6M | -9.1% | +12.5% | -21.5% | -5.4% |
| YTD | -16.6% | +8.6% | -25.2% | -14.0% |
| All | -28.5% | +18.6% | -47.1% | -25.9% |
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