+25.0%
V vs VST
-25.0%
+50.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.2% | -0.5% |
| 7D | -0.4% | +19.2% | -19.5% | +0.7% |
| 30D | +6.3% | -17.2% | +23.5% | +5.4% |
| 3M | +17.2% | -8.1% | +25.3% | +16.8% |
| 6M | +29.2% | -8.1% | +37.4% | +28.7% |
| YTD | +20.8% | -16.3% | +37.0% | +20.0% |
| 1Y | +25.0% | -24.1% | +49.1% | +25.6% |
| All | +25.0% | -25.0% | +50.0% | +25.6% |
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 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