+967.2%
VST vs CARR
+394.0%
+573.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +6.6% | +3.5% | +3.1% | +5.4% |
| 30D | -12.4% | +0.4% | -12.7% | -12.5% |
| 3M | -9.0% | -14.1% | +5.1% | -4.5% |
| 6M | -6.4% | -16.7% | +10.2% | -1.0% |
| YTD | -17.2% | +4.2% | -21.4% | -19.3% |
| 1Y | -22.0% | -0.2% | -21.8% | -23.0% |
| 3Y | +296.7% | +10.9% | +285.8% | +288.9% |
| 5Y | +637.6% | +3.9% | +633.7% | +609.4% |
| All | +967.2% | +394.0% | +573.2% | +723.6% |
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