+1,381.0%
NET vs VST
+435.3%
+945.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -13.8% | +11.3% | +0.6% |
| 7D | -16.4% | -15.7% | -0.6% | -13.1% |
| 30D | -25.8% | -17.0% | -8.9% | -22.9% |
| 3M | -11.5% | -15.9% | +4.3% | -8.6% |
| 6M | +18.9% | -25.0% | +43.9% | +25.4% |
| YTD | +35.2% | -25.1% | +60.3% | +41.1% |
| 1Y | +14.5% | -34.9% | +49.3% | +23.3% |
| 3Y | +313.8% | +252.7% | +61.1% | +194.8% |
| 5Y | +32.6% | +582.3% | -549.8% | -15.2% |
| All | +1,381.0% | +435.3% | +945.7% | +1,073.3% |
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