+1,216.9%
VST vs CP
+227.7%
+989.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +8.9% | -2.7% | +11.6% | +10.2% |
| 30D | +6.2% | +0.2% | +6.0% | +6.0% |
| 3M | -2.7% | +2.6% | -5.3% | -4.3% |
| 6M | -8.4% | +6.0% | -14.3% | -11.4% |
| YTD | -7.2% | +24.9% | -32.1% | -17.2% |
| 1Y | -20.9% | +20.1% | -41.0% | -28.3% |
| 3Y | +384.0% | +16.4% | +367.6% | +336.6% |
| 5Y | +757.1% | +31.7% | +725.3% | +610.8% |
| All | +1,216.9% | +227.7% | +989.1% | +639.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling