+500.1%
VST vs CAPR
+126.3%
+373.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.6% | -2.6% | -6.1% |
| 7D | -19.9% | +29.7% | -49.6% | -20.3% |
| 30D | -29.7% | +11.0% | -40.6% | -29.8% |
| 3M | -19.6% | +118.8% | -138.4% | -20.9% |
| 6M | -29.4% | -73.9% | +44.5% | -28.8% |
| YTD | -29.7% | -70.2% | +40.5% | -29.3% |
| 1Y | -40.0% | +38.3% | -78.3% | -42.9% |
| 3Y | +231.0% | +199.7% | +31.3% | +179.7% |
| 5Y | +500.1% | +130.6% | +369.5% | +390.6% |
| All | +500.1% | +126.3% | +373.7% | +390.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling