+996.4%
VST vs CP
+259.9%
+736.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.5% | -5.8% |
| 7D | -19.9% | +6.1% | -26.0% | -22.2% |
| 30D | -29.7% | +9.8% | -39.4% | -32.9% |
| 3M | -19.6% | +2.7% | -22.3% | -21.1% |
| 6M | -29.4% | +12.8% | -42.2% | -34.0% |
| YTD | -29.7% | +28.2% | -57.9% | -38.4% |
| 1Y | -40.0% | +34.1% | -74.2% | -48.6% |
| 3Y | +231.0% | +28.9% | +202.1% | +183.2% |
| 5Y | +500.1% | +27.1% | +473.0% | +404.4% |
| All | +996.4% | +259.9% | +736.5% | +510.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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