+373.4%
VST vs CAPR
+40.5%
+332.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.5% |
| 7D | +8.9% | -2.0% | +10.9% | +8.9% |
| 30D | +6.2% | +139.2% | -133.0% | +4.8% |
| 3M | -2.7% | -66.4% | +63.6% | -2.3% |
| 6M | -8.4% | -63.1% | +54.8% | -8.0% |
| YTD | -7.2% | -67.4% | +60.2% | -6.8% |
| 1Y | -20.9% | +58.2% | -79.1% | -24.5% |
| All | +373.4% | +40.5% | +332.9% | +307.9% |
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