+227.8%
VST vs COO
-24.0%
+251.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.4% | -4.7% | -6.1% |
| 7D | -19.9% | +5.3% | -25.2% | -20.1% |
| 30D | -29.7% | +12.5% | -42.2% | -30.3% |
| 3M | -19.6% | -15.1% | -4.4% | -18.1% |
| 6M | -29.4% | +3.7% | -33.1% | -30.0% |
| YTD | -29.7% | -22.5% | -7.2% | -27.5% |
| 1Y | -40.0% | -7.8% | -32.3% | -39.6% |
| All | +227.8% | -24.0% | +251.8% | +224.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling