+296.7%
VST vs AA
+67.6%
+229.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -0.5% |
| 7D | +6.6% | +0.5% | +6.1% | +6.4% |
| 30D | -12.4% | -0.6% | -11.8% | -12.2% |
| 3M | -9.0% | -19.7% | +10.7% | -2.3% |
| 6M | -6.4% | -41.6% | +35.1% | +10.7% |
| YTD | -17.2% | -24.6% | +7.4% | -12.3% |
| 1Y | -22.0% | +4.9% | -26.9% | -27.3% |
| 3Y | +296.7% | +66.8% | +229.8% | +241.6% |
| All | +296.7% | +67.6% | +229.1% | +241.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling