+53.9%
F vs VST
+761.6%
-707.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.1% | +0.8% |
| 7D | +5.3% | +8.9% | -3.6% | +3.7% |
| 30D | +4.6% | +6.2% | -1.6% | +3.4% |
| 3M | -3.7% | -2.7% | -0.9% | -3.6% |
| 6M | +16.8% | -8.4% | +25.2% | +17.6% |
| YTD | +15.3% | -7.2% | +22.5% | +15.3% |
| 1Y | +31.0% | -20.9% | +51.9% | +34.1% |
| 3Y | +45.4% | +384.0% | -338.6% | -32.0% |
| All | +53.9% | +761.6% | -707.6% | -40.2% |
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