-22.0%
VST vs A
+17.3%
-39.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.3% |
| 7D | +6.6% | -0.5% | +7.0% | +6.7% |
| 30D | -12.4% | 0.0% | -12.3% | -12.2% |
| 3M | -9.0% | +16.7% | -25.7% | -11.8% |
| 6M | -6.4% | +54.8% | -61.3% | -15.3% |
| YTD | -17.2% | +28.8% | -46.0% | -16.2% |
| 1Y | -22.0% | +19.3% | -41.3% | -20.8% |
| All | -22.0% | +17.3% | -39.3% | -20.8% |
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