+290.3%
VST vs CAPR
+222.5%
+67.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.9% | +7.9% | -1.9% |
| 7D | -6.0% | +7.6% | -13.7% | -6.1% |
| 30D | -18.8% | +13.3% | -32.0% | -18.9% |
| 3M | -8.0% | +130.4% | -138.4% | -9.3% |
| 6M | -10.9% | -70.8% | +59.9% | -10.5% |
| YTD | -18.3% | -69.3% | +50.9% | -18.0% |
| 1Y | -29.9% | +59.5% | -89.5% | -33.0% |
| 3Y | +290.3% | +216.8% | +73.5% | +220.5% |
| All | +290.3% | +222.5% | +67.8% | +220.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling