+1,216.9%
VST vs AR
+44.4%
+1,172.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.6% |
| 7D | +8.9% | +2.5% | +6.4% | +8.5% |
| 30D | +6.2% | +14.8% | -8.6% | +3.9% |
| 3M | -2.7% | +6.2% | -9.0% | -3.9% |
| 6M | -8.4% | +4.3% | -12.6% | -9.5% |
| YTD | -7.2% | +14.4% | -21.6% | -10.0% |
| 1Y | -20.9% | +21.3% | -42.2% | -24.3% |
| 3Y | +384.0% | +39.8% | +344.2% | +358.6% |
| 5Y | +757.1% | +142.1% | +615.0% | +655.7% |
| All | +1,216.9% | +44.4% | +1,172.5% | +1,148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling