+897.3%
VST vs COO
+43.9%
+853.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.4% | -4.7% | -5.8% |
| 7D | -19.9% | +5.3% | -25.2% | -21.3% |
| 30D | -29.7% | +12.5% | -42.2% | -32.5% |
| 3M | -19.6% | -15.1% | -4.4% | -16.4% |
| 6M | -29.4% | +3.7% | -33.1% | -31.7% |
| YTD | -29.7% | -22.5% | -7.2% | -25.2% |
| 1Y | -40.0% | -7.8% | -32.3% | -40.0% |
| 3Y | +231.0% | -24.1% | +255.1% | +238.1% |
| 5Y | +500.1% | -40.1% | +540.2% | +559.1% |
| 10Y | +1,004.2% | +44.7% | +959.5% | +795.4% |
| All | +897.3% | +43.9% | +853.4% | +707.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling