+645.9%
VST vs ICE
+41.1%
+604.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.3% |
| 7D | +19.2% | +2.2% | +16.9% | +18.3% |
| 30D | -17.2% | +13.7% | -30.9% | -20.9% |
| 3M | -8.1% | +17.9% | -26.1% | -13.8% |
| 6M | -8.1% | +15.0% | -23.1% | -12.9% |
| YTD | -16.3% | +10.9% | -27.2% | -20.1% |
| 1Y | -24.1% | +17.0% | -41.1% | -29.5% |
| 3Y | +300.2% | +68.2% | +232.0% | +208.7% |
| 5Y | +645.9% | +40.4% | +605.5% | +479.3% |
| All | +645.9% | +41.1% | +604.8% | +479.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling