-25.0%
VST vs B
+4.9%
-29.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +8.3% | -22.1% | -15.6% |
| 7D | -15.7% | +1.1% | -16.8% | -15.6% |
| 30D | -17.0% | +0.3% | -17.3% | -16.5% |
| 3M | -15.9% | +5.4% | -21.3% | -18.1% |
| 6M | -25.0% | +5.5% | -30.5% | -27.5% |
| All | -25.0% | +4.9% | -29.9% | -27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling