+1,164.9%
VST vs CAPR
-65.7%
+1,230.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.9% | +5.8% | -1.0% |
| 7D | +6.6% | +5.9% | +0.7% | +6.4% |
| 30D | -12.4% | +44.6% | -57.0% | -13.0% |
| 3M | -9.0% | +126.4% | -135.4% | -10.5% |
| 6M | -6.4% | -68.6% | +62.1% | -6.0% |
| YTD | -17.2% | -67.0% | +49.8% | -16.9% |
| 1Y | -22.0% | +65.2% | -87.2% | -25.9% |
| 3Y | +296.7% | +235.6% | +61.1% | +265.3% |
| 5Y | +637.6% | +175.4% | +462.2% | +575.8% |
| All | +1,164.9% | -65.7% | +1,230.6% | +951.7% |
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