0.0%
F vs VST
-39.0%
+39.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.2% | +5.0% | -0.5% |
| 7D | +1.4% | -19.9% | +21.3% | +3.5% |
| 30D | +2.0% | -29.7% | +31.7% | +5.7% |
| 3M | -10.4% | -19.6% | +9.2% | -9.2% |
| 6M | +9.7% | -29.4% | +39.1% | +12.6% |
| YTD | -1.2% | -29.7% | +28.5% | +2.0% |
| 1Y | 0.0% | -40.0% | +40.1% | +4.7% |
| All | 0.0% | -39.0% | +39.1% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling