+98.5%
F vs VST
+1,175.7%
-1,077.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.1% | +0.6% |
| 7D | +5.3% | +8.9% | -3.6% | +3.2% |
| 30D | +4.6% | +6.2% | -1.6% | +3.0% |
| 3M | -3.7% | -2.7% | -0.9% | -3.6% |
| 6M | +16.8% | -8.4% | +25.2% | +17.8% |
| YTD | +15.3% | -7.2% | +22.5% | +15.2% |
| 1Y | +31.0% | -20.9% | +51.9% | +34.9% |
| 3Y | +45.4% | +384.0% | -338.6% | -30.3% |
| 5Y | +54.7% | +757.1% | -702.4% | -41.0% |
| All | +98.5% | +1,175.7% | -1,077.2% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling