-25.0%
VST vs CP
+10.4%
-35.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.5% | -17.3% | -12.5% |
| 7D | -15.7% | +5.6% | -21.3% | -14.1% |
| 30D | -17.0% | +10.0% | -27.0% | -14.7% |
| 3M | -15.9% | +4.4% | -20.3% | -13.8% |
| 6M | -25.0% | +14.1% | -39.1% | -24.4% |
| All | -25.0% | +10.4% | -35.3% | -24.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling