+199.9%
TER vs VST
-20.6%
+220.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.5% | +2.0% | +3.1% |
| 7D | +0.6% | +8.9% | -8.3% | -5.0% |
| 30D | -8.3% | +6.2% | -14.5% | -11.9% |
| 3M | -12.2% | -2.7% | -9.5% | -10.1% |
| 6M | +17.1% | -8.4% | +25.4% | +24.1% |
| YTD | +84.7% | -7.2% | +91.9% | +91.4% |
| 1Y | +199.9% | -20.9% | +220.8% | +248.4% |
| All | +199.9% | -20.6% | +220.5% | +248.4% |
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 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