+373.4%
VST vs A
+26.9%
+346.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.3% |
| 7D | +8.9% | -1.9% | +10.8% | +9.6% |
| 30D | +6.2% | +6.9% | -0.7% | +3.6% |
| 3M | -2.7% | +9.2% | -12.0% | -6.0% |
| 6M | -8.4% | +25.7% | -34.0% | -16.5% |
| YTD | -7.2% | +11.5% | -18.7% | -11.0% |
| 1Y | -20.9% | +18.4% | -39.3% | -26.5% |
| All | +373.4% | +26.9% | +346.5% | +319.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling