+262.4%
VST vs ICE
+65.6%
+196.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.0% | +11.5% | +10.7% |
| 7D | -9.8% | +2.0% | -11.8% | -10.2% |
| 30D | -25.1% | +12.9% | -38.0% | -27.0% |
| 3M | -11.6% | +15.4% | -27.0% | -14.6% |
| 6M | -20.9% | +13.1% | -34.0% | -22.6% |
| YTD | -22.3% | +7.5% | -29.8% | -23.2% |
| 1Y | -32.0% | +18.3% | -50.3% | -36.0% |
| 3Y | +262.4% | +65.9% | +196.5% | +213.5% |
| All | +262.4% | +65.6% | +196.8% | +213.5% |
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