-29.4%
VST vs AA
-39.1%
+9.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.3% | -0.8% | -4.7% |
| 7D | -19.9% | -3.7% | -16.2% | -19.1% |
| 30D | -29.7% | -10.8% | -18.9% | -27.4% |
| 3M | -19.6% | -19.1% | -0.5% | -15.2% |
| 6M | -29.4% | -38.7% | +9.3% | -21.5% |
| All | -29.4% | -39.1% | +9.7% | -21.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling