+1,112.0%
VST vs COO
+41.2%
+1,070.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.8% | +12.4% | +11.0% |
| 7D | -9.8% | +4.7% | -14.5% | -11.3% |
| 30D | -25.1% | +13.9% | -39.0% | -28.4% |
| 3M | -11.6% | -14.9% | +3.4% | -8.2% |
| 6M | -20.9% | +2.0% | -22.9% | -23.2% |
| YTD | -22.3% | -23.9% | +1.6% | -16.9% |
| 1Y | -32.0% | -9.6% | -22.4% | -31.6% |
| 3Y | +262.4% | -25.4% | +287.8% | +271.8% |
| 5Y | +563.4% | -41.2% | +604.5% | +631.9% |
| All | +1,112.0% | +41.2% | +1,070.8% | +913.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling