+29.3%
V vs VST
-35.7%
+65.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -13.8% | +17.7% | +2.9% |
| 7D | +9.0% | -15.7% | +24.7% | +7.9% |
| 30D | +18.1% | -17.0% | +35.1% | +17.0% |
| 3M | +18.3% | -15.9% | +34.2% | +17.3% |
| 6M | +34.1% | -25.0% | +59.1% | +32.2% |
| YTD | +25.2% | -25.1% | +50.3% | +23.6% |
| 1Y | +29.3% | -34.9% | +64.2% | +26.7% |
| All | +29.3% | -35.7% | +65.0% | +26.7% |
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