+25.3%
V vs VST
-39.0%
+64.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.2% | +2.9% | -3.6% |
| 7D | +2.9% | -19.9% | +22.8% | +1.5% |
| 30D | +14.0% | -29.7% | +43.7% | +11.8% |
| 3M | +14.9% | -19.6% | +34.4% | +13.6% |
| 6M | +31.7% | -29.4% | +61.1% | +29.3% |
| YTD | +21.2% | -29.7% | +50.9% | +19.1% |
| 1Y | +25.3% | -40.0% | +65.3% | +22.0% |
| All | +25.3% | -39.0% | +64.3% | +22.0% |
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 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