+227.8%
VST vs ALL
+115.1%
+112.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.9% | -5.3% | -6.2% |
| 7D | -19.9% | +4.2% | -24.1% | -19.8% |
| 30D | -29.7% | +18.9% | -48.6% | -29.7% |
| 3M | -19.6% | +1.2% | -20.8% | -19.3% |
| 6M | -29.4% | +23.2% | -52.6% | -30.4% |
| YTD | -29.7% | +30.0% | -59.7% | -31.5% |
| 1Y | -40.0% | +39.6% | -79.7% | -42.6% |
| All | +227.8% | +115.1% | +112.7% | +190.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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