+53.4%
T vs VST
+515.1%
-461.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.2% | +6.1% | -0.1% |
| 7D | +4.3% | -19.9% | +24.2% | +4.2% |
| 30D | -9.7% | -29.7% | +20.0% | -9.8% |
| 3M | -4.3% | -19.6% | +15.3% | -4.5% |
| 6M | -13.7% | -29.4% | +15.7% | -13.8% |
| YTD | -8.0% | -29.7% | +21.8% | -8.2% |
| 1Y | -6.9% | -40.0% | +33.1% | -6.9% |
| 3Y | +59.7% | +231.0% | -171.3% | +23.5% |
| 5Y | +53.4% | +500.1% | -446.6% | +3.1% |
| All | +53.4% | +515.1% | -461.6% | +3.1% |
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