+27.7%
V vs VST
-24.4%
+52.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.2% |
| 7D | +0.9% | +6.6% | -5.7% | +1.3% |
| 30D | +9.0% | -12.4% | +21.3% | +8.2% |
| 3M | +16.7% | -9.0% | +25.7% | +16.3% |
| 6M | +33.4% | -6.4% | +39.9% | +32.9% |
| YTD | +22.4% | -17.2% | +39.5% | +21.5% |
| 1Y | +27.7% | -22.0% | +49.7% | +27.4% |
| All | +27.7% | -24.4% | +52.1% | +27.4% |
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