-15.8%
F vs VST
+561.4%
-577.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.6% | -11.3% | -2.5% |
| 7D | +1.6% | -9.8% | +11.4% | +2.9% |
| 30D | +2.6% | -25.1% | +27.8% | +7.3% |
| 3M | -8.8% | -11.6% | +2.8% | -7.8% |
| 6M | +4.6% | -20.9% | +25.5% | +7.5% |
| YTD | -1.9% | -22.3% | +20.4% | +0.3% |
| 1Y | -0.8% | -32.0% | +31.2% | +3.8% |
| 3Y | +43.5% | +262.4% | -218.9% | -32.9% |
| All | -15.8% | +561.4% | -577.2% | -73.5% |
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