+262.4%
VST vs CARR
+8.2%
+254.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.6% | +12.1% | +11.4% |
| 7D | -9.8% | -2.3% | -7.5% | -8.8% |
| 30D | -25.1% | -4.4% | -20.8% | -23.5% |
| 3M | -11.6% | -17.8% | +6.2% | -2.2% |
| 6M | -20.9% | -22.2% | +1.3% | -10.4% |
| YTD | -22.3% | +0.7% | -23.0% | -26.3% |
| 1Y | -32.0% | -5.9% | -26.1% | -32.7% |
| 3Y | +262.4% | +8.6% | +253.8% | +259.1% |
| All | +262.4% | +8.2% | +254.1% | +259.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling