-25.0%
VST vs ALL
+26.0%
-51.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.9% | -16.7% | -12.0% |
| 7D | -15.7% | +7.5% | -23.3% | -11.8% |
| 30D | -17.0% | +19.7% | -36.7% | -8.0% |
| 3M | -15.9% | +2.9% | -18.8% | -13.4% |
| 6M | -25.0% | +23.5% | -48.5% | -12.1% |
| All | -25.0% | +26.0% | -51.0% | -12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling