-32.0%
VST vs AA
+10.6%
-42.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.9% | +7.6% | +9.8% |
| 7D | -9.8% | +0.9% | -10.7% | -10.1% |
| 30D | -25.1% | -6.7% | -18.5% | -23.8% |
| 3M | -11.6% | -16.3% | +4.8% | -7.9% |
| 6M | -20.9% | -37.1% | +16.2% | -11.7% |
| YTD | -22.3% | -25.0% | +2.7% | -19.2% |
| 1Y | -32.0% | +8.6% | -40.6% | -38.8% |
| All | -32.0% | +10.6% | -42.6% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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