+462.1%
V vs VST
+929.5%
-467.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -13.8% | +17.7% | +5.9% |
| 7D | +9.0% | -15.7% | +24.7% | +11.5% |
| 30D | +18.1% | -17.0% | +35.1% | +20.7% |
| 3M | +18.3% | -15.9% | +34.2% | +20.5% |
| 6M | +34.1% | -25.0% | +59.1% | +38.1% |
| YTD | +25.2% | -25.1% | +50.3% | +27.5% |
| 1Y | +29.3% | -34.9% | +64.2% | +34.7% |
| 3Y | +83.4% | +252.7% | -169.3% | +10.6% |
| 5Y | +117.2% | +582.3% | -465.2% | +4.7% |
| 10Y | +483.0% | +1,076.6% | -593.6% | +145.7% |
| All | +462.1% | +929.5% | -467.4% | +139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling