+47.5%
T vs VST
+866.2%
-818.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.2% | +6.1% | +0.4% |
| 7D | +4.3% | -19.9% | +24.2% | +5.9% |
| 30D | -9.7% | -29.7% | +20.0% | -7.5% |
| 3M | -4.3% | -19.6% | +15.3% | -3.3% |
| 6M | -13.7% | -29.4% | +15.7% | -12.0% |
| YTD | -8.0% | -29.7% | +21.8% | -6.7% |
| 1Y | -6.9% | -40.0% | +33.1% | -4.2% |
| 3Y | +59.7% | +231.0% | -171.3% | +10.8% |
| 5Y | +53.4% | +500.1% | -446.6% | -8.8% |
| 10Y | +58.2% | +1,004.2% | -946.0% | -16.3% |
| All | +47.5% | +866.2% | -818.7% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling