+72.2%
V vs VST
+761.6%
-689.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.2% |
| 7D | -1.7% | +8.9% | -10.6% | -2.4% |
| 30D | +2.0% | +6.2% | -4.2% | +1.4% |
| 3M | +17.4% | -2.7% | +20.1% | +17.3% |
| 6M | +17.5% | -8.4% | +25.9% | +17.6% |
| YTD | +7.6% | -7.2% | +14.8% | +7.2% |
| 1Y | +7.7% | -20.9% | +28.6% | +8.6% |
| 3Y | +54.7% | +384.0% | -329.3% | +2.4% |
| All | +72.2% | +761.6% | -689.4% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling