-8.4%
VST vs AA
-24.4%
+16.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +3.9% |
| 7D | +8.9% | -0.7% | +9.6% | +9.0% |
| 30D | +6.2% | +5.0% | +1.2% | +4.9% |
| 3M | -2.7% | -35.8% | +33.1% | +6.8% |
| 6M | -8.4% | -18.4% | +10.0% | -3.8% |
| All | -8.4% | -24.4% | +16.1% | -3.8% |
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 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