+1,205.2%
VST vs CP
+261.0%
+944.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.0% | +5.3% | +6.4% |
| 7D | -0.5% | +2.8% | -3.3% | -2.0% |
| 30D | -17.1% | +11.3% | -28.4% | -21.4% |
| 3M | -4.6% | +2.9% | -7.4% | -6.5% |
| 6M | -9.1% | +9.8% | -18.8% | -13.8% |
| YTD | -16.6% | +28.5% | -45.2% | -27.0% |
| 1Y | -29.5% | +33.5% | -63.0% | -39.4% |
| 3Y | +297.5% | +31.9% | +265.6% | +236.2% |
| 5Y | +654.5% | +25.5% | +629.0% | +538.4% |
| 10Y | +1,205.2% | +257.6% | +947.7% | +627.5% |
| All | +1,205.2% | +261.0% | +944.2% | +627.5% |
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