+18.2%
TER vs VST
-31.4%
+49.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.6% | -8.0% | -4.4% |
| 7D | -20.5% | -9.8% | -10.7% | -15.1% |
| 30D | -47.0% | -25.1% | -21.9% | -36.1% |
| 3M | -43.3% | -11.6% | -31.7% | -39.0% |
| 6M | -42.9% | -20.9% | -22.0% | -33.8% |
| YTD | +12.9% | -22.3% | +35.2% | +30.5% |
| 1Y | +18.2% | -32.0% | +50.2% | +47.9% |
| All | +18.2% | -31.4% | +49.5% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling