-22.0%
VST vs CP
+31.6%
-53.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | +6.6% | +2.1% | +4.4% | +6.6% |
| 30D | -12.4% | +9.3% | -21.7% | -12.9% |
| 3M | -9.0% | +0.5% | -9.5% | -8.2% |
| 6M | -6.4% | +10.4% | -16.9% | -8.1% |
| YTD | -17.2% | +28.7% | -45.9% | -20.8% |
| 1Y | -22.0% | +33.2% | -55.2% | -25.4% |
| All | -22.0% | +31.6% | -53.6% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling