+248.3%
C vs VST
+929.5%
-681.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -13.8% | +15.5% | +5.5% |
| 7D | +1.1% | -15.7% | +16.8% | +5.5% |
| 30D | -2.4% | -17.0% | +14.5% | +1.5% |
| 3M | -8.4% | -15.9% | +7.5% | -5.2% |
| 6M | +0.3% | -25.0% | +25.3% | +6.5% |
| YTD | +9.1% | -25.1% | +34.2% | +14.1% |
| 1Y | +26.0% | -34.9% | +60.9% | +36.7% |
| 3Y | +221.2% | +252.7% | -31.5% | +57.2% |
| 5Y | +120.4% | +582.3% | -461.9% | -23.1% |
| 10Y | +250.6% | +1,076.6% | -826.0% | +2.6% |
| All | +248.3% | +929.5% | -681.2% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling