+166.2%
VST vs AS
+133.7%
+32.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.3% | -3.9% | -5.4% |
| 7D | -19.9% | +7.1% | -27.0% | -22.0% |
| 30D | -29.7% | +12.8% | -42.5% | -32.8% |
| 3M | -19.6% | -14.7% | -4.8% | -15.8% |
| 6M | -29.4% | -9.9% | -19.4% | -28.0% |
| YTD | -29.7% | -16.1% | -13.6% | -27.0% |
| 1Y | -40.0% | +0.2% | -40.2% | -41.9% |
| All | +166.2% | +133.7% | +32.5% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling