-25.0%
VST vs CAPR
-71.4%
+46.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +8.3% | -22.1% | -14.2% |
| 7D | -15.7% | +43.2% | -58.9% | -17.2% |
| 30D | -17.0% | +14.7% | -31.6% | -17.6% |
| 3M | -15.9% | +113.9% | -129.8% | -20.4% |
| 6M | -25.0% | -73.4% | +48.4% | -4.9% |
| All | -25.0% | -71.4% | +46.4% | -4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling