-6.4%
T vs VST
-35.7%
+29.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -13.8% | +15.9% | +0.7% |
| 7D | +5.5% | -15.7% | +21.2% | +3.8% |
| 30D | -8.9% | -17.0% | +8.1% | -10.5% |
| 3M | -5.6% | -15.9% | +10.3% | -7.1% |
| 6M | -14.3% | -25.0% | +10.7% | -16.2% |
| YTD | -7.9% | -25.1% | +17.2% | -9.2% |
| 1Y | -6.4% | -34.9% | +28.4% | -9.4% |
| All | -6.4% | -35.7% | +29.3% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling