-40.0%
VST vs B
+28.2%
-68.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.5% | -6.7% | -6.3% |
| 7D | -19.9% | +4.3% | -24.2% | -21.0% |
| 30D | -29.7% | -0.9% | -28.7% | -29.4% |
| 3M | -19.6% | -1.4% | -18.2% | -19.7% |
| 6M | -29.4% | +5.0% | -34.4% | -31.2% |
| YTD | -29.7% | -5.8% | -23.9% | -31.1% |
| 1Y | -40.0% | +25.6% | -65.6% | -47.6% |
| All | -40.0% | +28.2% | -68.2% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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