-20.9%
VST vs COO
+4.1%
-25.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.4% |
| 7D | +8.9% | -2.2% | +11.1% | +8.8% |
| 30D | +6.2% | -7.0% | +13.2% | +5.8% |
| 3M | -2.7% | +12.2% | -14.9% | -3.1% |
| 6M | -8.4% | -15.1% | +6.8% | -9.3% |
| YTD | -7.2% | -15.1% | +7.9% | -8.0% |
| 1Y | -20.9% | +2.3% | -23.2% | -18.0% |
| All | -20.9% | +4.1% | -25.0% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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