+588.9%
VST vs B
+134.6%
+454.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.5% | +10.0% | +10.4% |
| 7D | -9.8% | +9.6% | -19.4% | -12.2% |
| 30D | -25.1% | +3.5% | -28.7% | -25.9% |
| 3M | -11.6% | -1.6% | -10.0% | -11.8% |
| 6M | -20.9% | -1.7% | -19.3% | -21.4% |
| YTD | -22.3% | -5.3% | -17.0% | -22.6% |
| 1Y | -32.0% | +27.2% | -59.2% | -37.0% |
| 3Y | +262.4% | +166.1% | +96.3% | +183.0% |
| All | +588.9% | +134.6% | +454.3% | +449.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling