-29.9%
VST vs CARR
-6.7%
-23.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -6.0% | -4.3% | -1.8% | -4.7% |
| 30D | -18.8% | -4.2% | -14.6% | -17.6% |
| 3M | -8.0% | -16.1% | +8.1% | -2.9% |
| 6M | -10.9% | -20.1% | +9.1% | -4.6% |
| YTD | -18.3% | +1.9% | -20.2% | -21.9% |
| 1Y | -29.9% | -6.1% | -23.9% | -33.9% |
| All | -29.9% | -6.7% | -23.2% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling