+952.6%
VST vs CARR
+383.2%
+569.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 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% | -2.7% |
| 6M | -10.9% | -20.1% | +9.1% | -4.5% |
| YTD | -18.3% | +1.9% | -20.2% | -19.9% |
| 1Y | -29.9% | -6.1% | -23.9% | -29.4% |
| 3Y | +290.3% | +7.3% | +283.0% | +286.4% |
| 5Y | +635.3% | +4.4% | +630.9% | +609.3% |
| All | +952.6% | +383.2% | +569.4% | +718.2% |
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