+1,216.9%
VST vs CAPR
-71.5%
+1,288.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.6% |
| 3M | -2.7% | -66.4% | +63.6% | -2.2% |
| 6M | -8.4% | -63.1% | +54.8% | -7.9% |
| YTD | -7.2% | -67.4% | +60.2% | -6.7% |
| 1Y | -20.9% | +58.2% | -79.1% | -24.7% |
| 3Y | +384.0% | +42.2% | +341.8% | +352.0% |
| 5Y | +757.1% | +87.3% | +669.8% | +690.7% |
| All | +1,216.9% | -71.5% | +1,288.4% | +1,052.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling