-24.1%
VST vs AA
+6.8%
-30.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.2% |
| 7D | +19.2% | +5.3% | +13.9% | +17.6% |
| 30D | -17.2% | -2.3% | -14.9% | -16.6% |
| 3M | -8.1% | -20.8% | +12.7% | -2.8% |
| 6M | -8.1% | -39.8% | +31.7% | +3.8% |
| YTD | -16.3% | -23.3% | +7.0% | -13.4% |
| 1Y | -24.1% | +1.8% | -25.9% | -31.2% |
| All | -24.1% | +6.8% | -30.9% | -31.2% |
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