+202.8%
TER vs VST
+761.6%
-558.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.5% | +2.0% | +4.1% |
| 7D | +0.6% | +8.9% | -8.3% | -2.7% |
| 30D | -8.3% | +6.2% | -14.5% | -10.4% |
| 3M | -12.2% | -2.7% | -9.5% | -10.8% |
| 6M | +17.1% | -8.4% | +25.4% | +22.0% |
| YTD | +84.7% | -7.2% | +91.9% | +90.2% |
| 1Y | +199.9% | -20.9% | +220.8% | +226.0% |
| 3Y | +232.8% | +384.0% | -151.2% | +66.2% |
| All | +202.8% | +761.6% | -558.7% | +22.8% |
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