-11.4%
F vs VST
+515.1%
-526.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.2% | +5.0% | -0.1% |
| 7D | +1.4% | -19.9% | +21.3% | +4.9% |
| 30D | +2.0% | -29.7% | +31.7% | +7.8% |
| 3M | -10.4% | -19.6% | +9.2% | -7.8% |
| 6M | +9.7% | -29.4% | +39.1% | +15.0% |
| YTD | -1.2% | -29.7% | +28.5% | +2.8% |
| 1Y | 0.0% | -40.0% | +40.1% | +7.0% |
| 3Y | +41.1% | +231.0% | -189.9% | -32.1% |
| 5Y | -11.4% | +500.1% | -511.5% | -68.7% |
| All | -11.4% | +515.1% | -526.5% | -68.7% |
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 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