+897.3%
VST vs ALL
+387.8%
+509.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.9% | -5.3% | -5.9% |
| 7D | -19.9% | +4.2% | -24.1% | -21.2% |
| 30D | -29.7% | +18.9% | -48.6% | -34.1% |
| 3M | -19.6% | +1.2% | -20.8% | -20.5% |
| 6M | -29.4% | +23.2% | -52.6% | -35.9% |
| YTD | -29.7% | +30.0% | -59.7% | -38.1% |
| 1Y | -40.0% | +39.6% | -79.7% | -48.9% |
| 3Y | +231.0% | +115.2% | +115.7% | +126.1% |
| 5Y | +500.1% | +156.2% | +343.8% | +262.7% |
| 10Y | +1,004.2% | +398.0% | +606.2% | +435.0% |
| All | +897.3% | +387.8% | +509.6% | +379.5% |
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