+102.6%
V vs VST
+515.1%
-412.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.2% | +2.9% | -2.8% |
| 7D | +2.9% | -19.9% | +22.8% | +4.4% |
| 30D | +14.0% | -29.7% | +43.7% | +16.6% |
| 3M | +14.9% | -19.6% | +34.4% | +16.2% |
| 6M | +31.7% | -29.4% | +61.1% | +34.2% |
| YTD | +21.2% | -29.7% | +50.9% | +22.8% |
| 1Y | +25.3% | -40.0% | +65.3% | +28.8% |
| 3Y | +77.5% | +231.0% | -153.5% | +20.7% |
| 5Y | +102.6% | +500.1% | -397.5% | +13.1% |
| All | +102.6% | +515.1% | -412.5% | +13.1% |
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