+227.8%
VST vs CP
+28.7%
+199.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.5% | -5.9% |
| 7D | -19.9% | +6.1% | -26.0% | -21.6% |
| 30D | -29.7% | +9.8% | -39.4% | -32.1% |
| 3M | -19.6% | +2.7% | -22.3% | -20.5% |
| 6M | -29.4% | +12.8% | -42.2% | -33.1% |
| YTD | -29.7% | +28.2% | -57.9% | -37.1% |
| 1Y | -40.0% | +34.1% | -74.2% | -47.4% |
| All | +227.8% | +28.7% | +199.1% | +186.3% |
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