+72.1%
F vs VST
+929.5%
-857.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -13.8% | +16.8% | +6.1% |
| 7D | +6.0% | -15.7% | +21.7% | +9.8% |
| 30D | +4.3% | -17.0% | +21.3% | +7.7% |
| 3M | -10.1% | -15.9% | +5.8% | -7.5% |
| 6M | +12.8% | -25.0% | +37.8% | +18.4% |
| YTD | -0.1% | -25.1% | +25.0% | +3.7% |
| 1Y | +3.7% | -34.9% | +38.5% | +11.1% |
| 3Y | +42.7% | +252.7% | -210.0% | -26.0% |
| 5Y | -11.0% | +582.3% | -593.4% | -64.4% |
| 10Y | +87.0% | +1,076.6% | -989.6% | -39.5% |
| All | +72.1% | +929.5% | -857.4% | -43.7% |
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 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