+1,112.0%
VST vs CAPR
-68.5%
+1,180.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +4.7% | +5.9% | +10.5% |
| 7D | -9.8% | +41.1% | -50.9% | -10.3% |
| 30D | -25.1% | +11.1% | -36.3% | -25.3% |
| 3M | -11.6% | +115.3% | -126.9% | -12.9% |
| 6M | -20.9% | -73.8% | +52.9% | -20.3% |
| YTD | -22.3% | -68.8% | +46.5% | -21.9% |
| 1Y | -32.0% | +43.3% | -75.3% | -35.2% |
| 3Y | +262.4% | +214.7% | +47.7% | +234.5% |
| 5Y | +563.4% | +141.3% | +422.1% | +509.8% |
| All | +1,112.0% | -68.5% | +1,180.6% | +959.5% |
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