-22.0%
VST vs AR
+11.3%
-33.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +6.6% | +7.4% | -0.8% | +6.6% |
| 30D | -12.4% | +5.8% | -18.1% | -11.7% |
| 3M | -9.0% | +5.2% | -14.2% | -8.3% |
| 6M | -6.4% | +5.4% | -11.9% | -5.7% |
| YTD | -17.2% | +12.4% | -29.6% | -13.8% |
| 1Y | -22.0% | +12.8% | -34.8% | -18.6% |
| All | -22.0% | +11.3% | -33.3% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling