-22.0%
VST vs ICE
+17.9%
-39.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.0% |
| 7D | +6.6% | +3.6% | +3.0% | +7.4% |
| 30D | -12.4% | +15.1% | -27.5% | -10.0% |
| 3M | -9.0% | +15.4% | -24.4% | -6.6% |
| 6M | -6.4% | +16.1% | -22.6% | -2.2% |
| YTD | -17.2% | +11.4% | -28.5% | -14.2% |
| 1Y | -22.0% | +18.5% | -40.5% | -21.0% |
| All | -22.0% | +17.9% | -39.9% | -21.0% |
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