+262.4%
VST vs CP
+26.5%
+235.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.7% | +12.2% | +11.0% |
| 7D | -9.8% | +2.8% | -12.6% | -10.9% |
| 30D | -25.1% | +10.2% | -35.4% | -27.9% |
| 3M | -11.6% | +2.4% | -13.9% | -12.7% |
| 6M | -20.9% | +7.7% | -28.6% | -23.8% |
| YTD | -22.3% | +26.0% | -48.3% | -30.1% |
| 1Y | -32.0% | +34.6% | -66.6% | -40.7% |
| 3Y | +262.4% | +26.7% | +235.7% | +218.0% |
| All | +262.4% | +26.5% | +235.9% | +218.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling