-24.1%
VST vs A
+16.3%
-40.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.4% |
| 7D | +19.2% | +0.7% | +18.4% | +19.0% |
| 30D | -17.2% | +0.8% | -18.0% | -17.1% |
| 3M | -8.1% | +16.9% | -25.0% | -11.1% |
| 6M | -8.1% | +53.8% | -61.9% | -17.2% |
| YTD | -16.3% | +28.1% | -44.4% | -15.5% |
| 1Y | -24.1% | +15.0% | -39.1% | -22.1% |
| All | -24.1% | +16.3% | -40.4% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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