+1,216.9%
VST vs COO
+57.7%
+1,159.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +4.0% |
| 7D | +8.9% | -2.2% | +11.1% | +9.6% |
| 30D | +6.2% | -7.0% | +13.2% | +8.5% |
| 3M | -2.7% | +12.2% | -14.9% | -7.0% |
| 6M | -8.4% | -15.1% | +6.8% | -4.1% |
| YTD | -7.2% | -15.1% | +7.9% | -2.9% |
| 1Y | -20.9% | +2.3% | -23.2% | -22.9% |
| 3Y | +384.0% | -23.7% | +407.7% | +402.1% |
| 5Y | +757.1% | -38.9% | +796.0% | +855.0% |
| All | +1,216.9% | +57.7% | +1,159.2% | +948.0% |
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