+57.8%
T vs VST
+633.9%
-576.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +2.5% | +6.6% | -4.0% | +2.6% |
| 30D | -3.8% | -12.4% | +8.6% | -3.8% |
| 3M | -8.7% | -9.0% | +0.3% | -8.8% |
| 6M | -8.1% | -6.4% | -1.7% | -8.2% |
| YTD | -6.4% | -17.2% | +10.7% | -6.5% |
| 1Y | -9.8% | -22.0% | +12.3% | -9.8% |
| 3Y | +65.5% | +296.7% | -231.2% | +27.5% |
| All | +57.8% | +633.9% | -576.0% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling