-34.9%
VST vs COO
-7.7%
-27.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +5.9% | -19.7% | -13.0% |
| 7D | -15.7% | +8.4% | -24.1% | -14.8% |
| 30D | -17.0% | +13.5% | -30.5% | -16.0% |
| 3M | -15.9% | -13.8% | -2.1% | -14.6% |
| 6M | -25.0% | +4.7% | -29.7% | -24.9% |
| YTD | -25.1% | -21.4% | -3.7% | -23.0% |
| 1Y | -34.9% | -6.7% | -28.1% | -29.5% |
| All | -34.9% | -7.7% | -27.2% | -29.5% |
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