-19.6%
VST vs A
+22.6%
-42.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.0% | -3.1% | -5.0% |
| 7D | -19.9% | -5.2% | -14.7% | -18.5% |
| 30D | -29.7% | +1.4% | -31.1% | -29.2% |
| 3M | -19.6% | +21.9% | -41.5% | -22.2% |
| All | -19.6% | +22.6% | -42.2% | -22.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling