+33.9%
TER vs VST
-30.9%
+64.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +7.3% | +5.4% | +7.7% |
| 7D | -5.8% | -0.5% | -5.2% | -5.7% |
| 30D | -38.9% | -17.1% | -21.8% | -30.8% |
| 3M | -35.1% | -4.6% | -30.5% | -33.6% |
| 6M | -31.6% | -9.1% | -22.5% | -26.9% |
| YTD | +27.2% | -16.6% | +43.9% | +40.7% |
| All | +33.9% | -30.9% | +64.7% | +65.5% |
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 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