+1,096.0%
VST vs CARR
+441.9%
+654.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.5% | +3.2% |
| 7D | +8.9% | +1.6% | +7.3% | +8.4% |
| 30D | +6.2% | -8.7% | +14.9% | +9.4% |
| 3M | -2.7% | -12.6% | +9.8% | +1.4% |
| 6M | -8.4% | -1.5% | -6.8% | -8.7% |
| YTD | -7.2% | +14.3% | -21.5% | -12.2% |
| 1Y | -20.9% | -4.6% | -16.3% | -20.9% |
| 3Y | +384.0% | +7.3% | +376.6% | +372.9% |
| 5Y | +757.1% | +11.6% | +745.4% | +702.5% |
| All | +1,096.0% | +441.9% | +654.1% | +796.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling