+373.4%
VST vs AG
+260.2%
+113.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +4.0% |
| 7D | +8.9% | +1.0% | +7.9% | +8.6% |
| 30D | +6.2% | +19.2% | -13.0% | +1.7% |
| 3M | -2.7% | +6.2% | -8.9% | -5.1% |
| 6M | -8.4% | -26.7% | +18.3% | -4.0% |
| YTD | -7.2% | +26.1% | -33.3% | -16.0% |
| 1Y | -20.9% | +131.7% | -152.6% | -39.3% |
| All | +373.4% | +260.2% | +113.2% | +205.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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