+766.9%
VST vs CARR
+13.1%
+753.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.1% |
| 7D | +9.9% | +3.2% | +6.6% | +8.3% |
| 30D | +7.9% | -7.7% | +15.6% | +11.8% |
| 3M | +3.4% | -11.9% | +15.3% | +9.1% |
| 6M | -4.1% | +2.0% | -6.1% | -6.6% |
| YTD | -5.7% | +13.2% | -18.8% | -13.2% |
| 1Y | -18.9% | -8.5% | -10.4% | -17.5% |
| 3Y | +359.1% | +5.0% | +354.1% | +342.7% |
| 5Y | +766.9% | +12.0% | +754.9% | +657.8% |
| All | +766.9% | +13.1% | +753.7% | +657.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling