+1,112.0%
VST vs CRL
+386.8%
+725.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +7.8% | +2.7% | +8.5% |
| 7D | -9.8% | -6.1% | -3.7% | -8.1% |
| 30D | -25.1% | +12.4% | -37.5% | -27.1% |
| 3M | -11.6% | +27.1% | -38.7% | -16.7% |
| 6M | -20.9% | +85.7% | -106.6% | -33.2% |
| YTD | -22.3% | +69.2% | -91.5% | -33.3% |
| 1Y | -32.0% | +97.5% | -129.5% | -44.3% |
| 3Y | +262.4% | +86.1% | +176.3% | +184.2% |
| 5Y | +563.4% | -10.0% | +573.4% | +534.5% |
| All | +1,112.0% | +386.8% | +725.3% | +502.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling