+296.7%
VST vs A
+64.5%
+232.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.3% |
| 7D | +6.6% | -0.5% | +7.0% | +6.8% |
| 30D | -12.4% | 0.0% | -12.3% | -12.2% |
| 3M | -9.0% | +16.7% | -25.7% | -14.1% |
| 6M | -6.4% | +54.8% | -61.3% | -21.5% |
| YTD | -17.2% | +28.8% | -46.0% | -24.8% |
| 1Y | -22.0% | +19.3% | -41.3% | -26.9% |
| 3Y | +296.7% | +65.5% | +231.1% | +252.2% |
| All | +296.7% | +64.5% | +232.2% | +252.2% |
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 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