+1,110.4%
VST vs CARR
+425.9%
+684.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | +5.3% | +0.6% | +4.7% | +5.1% |
| 30D | +5.8% | -8.7% | +14.4% | +8.9% |
| 3M | +3.5% | -18.4% | +21.8% | +10.4% |
| 6M | -7.4% | -0.6% | -6.8% | -8.1% |
| YTD | -6.1% | +10.9% | -17.0% | -10.3% |
| 1Y | -21.6% | -7.3% | -14.3% | -20.8% |
| 3Y | +357.2% | +2.9% | +354.3% | +352.3% |
| 5Y | +777.0% | +9.6% | +767.4% | +727.5% |
| All | +1,110.4% | +425.9% | +684.5% | +815.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 10y: compounded portfolio wealth divided by compounded CARR 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…
10y analysis · Full analysis span regression · 6 months rolling