+53.4%
T vs VST
+561.4%
-508.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.6% | -11.4% | -0.8% |
| 7D | +1.0% | -9.8% | +10.8% | +1.0% |
| 30D | -10.6% | -25.1% | +14.5% | -10.7% |
| 3M | -7.7% | -11.6% | +3.8% | -7.9% |
| 6M | -13.3% | -20.9% | +7.6% | -13.4% |
| YTD | -8.8% | -22.3% | +13.5% | -8.9% |
| 1Y | -8.4% | -32.0% | +23.6% | -8.4% |
| 3Y | +59.6% | +262.4% | -202.7% | +23.8% |
| All | +53.4% | +561.4% | -508.0% | +2.4% |
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 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