+297.5%
VST vs A
+67.3%
+230.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.1% | +4.2% | +6.1% |
| 7D | -0.5% | +4.8% | -5.3% | -2.1% |
| 30D | -17.1% | +5.6% | -22.7% | -18.6% |
| 3M | -4.6% | +23.6% | -28.2% | -11.8% |
| 6M | -9.1% | +56.4% | -65.4% | -24.0% |
| YTD | -16.6% | +33.4% | -50.0% | -25.3% |
| 1Y | -29.5% | +23.7% | -53.2% | -34.8% |
| 3Y | +297.5% | +71.0% | +226.5% | +246.0% |
| All | +297.5% | +67.3% | +230.2% | +246.0% |
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