+1,124.6%
TER vs VST
+929.5%
+195.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -13.8% | +7.0% | -1.8% |
| 7D | -19.9% | -15.7% | -4.2% | -14.8% |
| 30D | -43.5% | -17.0% | -26.6% | -39.8% |
| 3M | -37.8% | -15.9% | -21.9% | -33.9% |
| 6M | -25.6% | -25.0% | -0.6% | -17.3% |
| YTD | +29.8% | -25.1% | +54.9% | +43.9% |
| 1Y | +43.2% | -34.9% | +78.0% | +65.6% |
| 3Y | +189.3% | +252.7% | -63.4% | +85.5% |
| 5Y | +76.9% | +582.3% | -505.4% | -7.4% |
| 10Y | +1,059.7% | +1,076.6% | -16.9% | +427.6% |
| All | +1,124.6% | +929.5% | +195.0% | +461.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling