+514.9%
GEV vs VST
+96.0%
+418.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.3% |
| 7D | +3.7% | +6.6% | -2.8% | +0.4% |
| 30D | -14.7% | -12.4% | -2.3% | -8.5% |
| 3M | -23.4% | -9.0% | -14.4% | -19.9% |
| 6M | -24.3% | -6.4% | -17.9% | -22.3% |
| YTD | +23.2% | -17.2% | +40.4% | +30.6% |
| 1Y | +44.2% | -22.0% | +66.3% | +58.3% |
| All | +514.9% | +96.0% | +418.9% | +336.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling