+373.4%
VST vs ICE
+44.6%
+328.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +4.0% |
| 7D | +8.9% | -0.7% | +9.6% | +9.0% |
| 30D | +6.2% | +7.6% | -1.4% | +4.0% |
| 3M | -2.7% | +13.9% | -16.7% | -6.2% |
| 6M | -8.4% | -2.4% | -6.0% | -6.6% |
| YTD | -7.2% | +0.3% | -7.5% | -7.1% |
| 1Y | -20.9% | -6.4% | -14.5% | -17.7% |
| All | +373.4% | +44.6% | +328.8% | +314.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling