+298.5%
VST vs ICE
+65.5%
+233.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.3% | +7.2% |
| 7D | -0.5% | +1.0% | -1.5% | -0.7% |
| 30D | -17.1% | +11.4% | -28.5% | -18.8% |
| 3M | -4.6% | +16.2% | -20.8% | -7.9% |
| 6M | -9.1% | +12.5% | -21.5% | -10.6% |
| YTD | -16.6% | +8.6% | -25.2% | -17.7% |
| 1Y | -29.5% | +18.4% | -47.8% | -33.4% |
| All | +298.5% | +65.5% | +233.0% | +242.8% |
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