+769.3%
VST vs COO
-38.8%
+808.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.8% |
| 7D | +8.9% | -2.2% | +11.1% | +9.4% |
| 30D | +6.2% | -7.0% | +13.2% | +7.7% |
| 3M | -2.7% | +12.2% | -14.9% | -5.7% |
| 6M | -8.4% | -15.1% | +6.8% | -5.4% |
| YTD | -7.2% | -15.1% | +7.9% | -4.2% |
| 1Y | -20.9% | +2.3% | -23.2% | -22.2% |
| 3Y | +384.0% | -23.7% | +407.7% | +395.6% |
| All | +769.3% | -38.8% | +808.1% | +810.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling