+1,205.2%
VST vs CAPR
-64.9%
+1,270.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +9.4% | -2.1% | +7.2% |
| 7D | -0.5% | +36.0% | -36.6% | -1.0% |
| 30D | -17.1% | +25.8% | -42.9% | -17.4% |
| 3M | -4.6% | +140.8% | -145.4% | -6.2% |
| 6M | -9.1% | -67.6% | +58.5% | -8.6% |
| YTD | -16.6% | -65.9% | +49.2% | -16.3% |
| 1Y | -29.5% | +66.1% | -95.6% | -32.9% |
| 3Y | +297.5% | +256.9% | +40.6% | +266.3% |
| 5Y | +654.5% | +172.1% | +482.4% | +592.6% |
| 10Y | +1,205.2% | -64.7% | +1,269.9% | +1,025.8% |
| All | +1,205.2% | -64.9% | +1,270.2% | +1,025.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling