+510.2%
GEV vs VST
+93.3%
+416.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.8% | -2.8% |
| 7D | -13.2% | -6.0% | -7.2% | -10.5% |
| 30D | -20.6% | -18.8% | -1.9% | -11.4% |
| 3M | -19.5% | -8.0% | -11.5% | -16.2% |
| 6M | -23.3% | -10.9% | -12.4% | -19.3% |
| YTD | +22.2% | -18.3% | +40.6% | +30.5% |
| 1Y | +37.8% | -29.9% | +67.7% | +60.2% |
| All | +510.2% | +93.3% | +416.9% | +336.5% |
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