+67.7%
T vs VST
+761.6%
-693.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.5% | -2.0% |
| 7D | -1.3% | +8.9% | -10.2% | -1.3% |
| 30D | +11.4% | +6.2% | +5.2% | +11.3% |
| 3M | +14.3% | -2.7% | +17.0% | +14.3% |
| 6M | -9.3% | -8.4% | -0.9% | -9.2% |
| YTD | +7.1% | -7.2% | +14.3% | +7.1% |
| 1Y | -9.1% | -20.9% | +11.8% | -8.9% |
| 3Y | +105.3% | +384.0% | -278.7% | +56.6% |
| All | +67.7% | +761.6% | -693.9% | +15.6% |
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