+46.1%
F vs VST
+251.1%
-204.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -13.8% | +16.8% | +4.3% |
| 7D | +6.0% | -15.7% | +21.7% | +7.7% |
| 30D | +4.3% | -17.0% | +21.3% | +5.8% |
| 3M | -10.1% | -15.9% | +5.8% | -8.9% |
| 6M | +12.8% | -25.0% | +37.8% | +15.3% |
| YTD | -0.1% | -25.1% | +25.0% | +1.8% |
| 1Y | +3.7% | -34.9% | +38.5% | +7.0% |
| All | +46.1% | +251.1% | -204.9% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling