+76.1%
TER vs VST
+644.1%
-568.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.6% |
| 7D | -8.9% | -6.0% | -2.9% | -6.4% |
| 30D | -39.1% | -18.8% | -20.3% | -33.4% |
| 3M | -32.8% | -8.0% | -24.7% | -30.3% |
| 6M | -31.7% | -10.9% | -20.8% | -27.8% |
| YTD | +26.9% | -18.3% | +45.3% | +37.9% |
| 1Y | +33.6% | -29.9% | +63.5% | +53.0% |
| 3Y | +181.5% | +290.3% | -108.8% | +46.7% |
| 5Y | +76.1% | +635.3% | -559.2% | -33.6% |
| All | +76.1% | +644.1% | -568.0% | -33.6% |
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