+1,216.9%
VST vs ALL
+374.7%
+842.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.9% | +4.0% |
| 7D | +8.9% | 0.0% | +8.9% | +8.9% |
| 30D | +6.2% | -1.5% | +7.7% | +6.6% |
| 3M | -2.7% | +23.6% | -26.4% | -11.3% |
| 6M | -8.4% | +22.3% | -30.7% | -16.5% |
| YTD | -7.2% | +26.5% | -33.7% | -17.0% |
| 1Y | -20.9% | +27.0% | -47.9% | -29.7% |
| 3Y | +384.0% | +149.6% | +234.4% | +208.4% |
| 5Y | +757.1% | +118.1% | +639.0% | +465.5% |
| All | +1,216.9% | +374.7% | +842.2% | +542.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling