+1,179.1%
VST vs CRL
+354.1%
+825.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +19.2% | +8.9% | +10.3% | +16.7% |
| 30D | -17.2% | +14.0% | -31.1% | -19.6% |
| 3M | -8.1% | +19.8% | -28.0% | -12.2% |
| 6M | -8.1% | +102.0% | -110.2% | -24.1% |
| YTD | -16.3% | +70.8% | -87.1% | -28.3% |
| 1Y | -24.1% | +98.7% | -122.8% | -37.9% |
| 3Y | +300.2% | +98.2% | +202.1% | +207.9% |
| 5Y | +645.9% | -11.7% | +657.6% | +619.7% |
| All | +1,179.1% | +354.1% | +825.1% | +505.9% |
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