+130.7%
C vs VST
+761.6%
-630.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.9% |
| 7D | +3.6% | +8.9% | -5.3% | +2.0% |
| 30D | +0.1% | +6.2% | -6.1% | -1.1% |
| 3M | +2.4% | -2.7% | +5.1% | +2.6% |
| 6M | +24.9% | -8.4% | +33.3% | +25.8% |
| YTD | +19.8% | -7.2% | +27.0% | +19.8% |
| 1Y | +44.9% | -20.9% | +65.8% | +47.9% |
| 3Y | +263.0% | +384.0% | -121.0% | +126.8% |
| All | +130.7% | +761.6% | -630.9% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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