+635.3%
VST vs CP
+25.5%
+609.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.8% | -2.0% |
| 7D | -6.0% | +2.8% | -8.8% | -7.1% |
| 30D | -18.8% | +11.0% | -29.8% | -22.1% |
| 3M | -8.0% | +3.8% | -11.9% | -9.7% |
| 6M | -10.9% | +9.5% | -20.4% | -14.7% |
| YTD | -18.3% | +28.2% | -46.5% | -26.9% |
| 1Y | -29.9% | +33.0% | -62.9% | -38.3% |
| 3Y | +290.3% | +35.5% | +254.8% | +233.7% |
| 5Y | +635.3% | +25.8% | +609.5% | +526.7% |
| All | +635.3% | +25.5% | +609.8% | +526.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling