+897.3%
VST vs B
+213.1%
+684.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.5% | -6.7% | -6.2% |
| 7D | -19.9% | +4.3% | -24.2% | -20.7% |
| 30D | -29.7% | -0.9% | -28.7% | -29.7% |
| 3M | -19.6% | -1.4% | -18.2% | -19.7% |
| 6M | -29.4% | +5.0% | -34.4% | -30.4% |
| YTD | -29.7% | -5.8% | -23.9% | -29.8% |
| 1Y | -40.0% | +25.6% | -65.6% | -42.7% |
| 3Y | +231.0% | +161.6% | +69.4% | +184.5% |
| 5Y | +500.1% | +135.2% | +364.8% | +416.7% |
| 10Y | +1,004.2% | +170.7% | +833.5% | +837.5% |
| All | +897.3% | +213.1% | +684.3% | +737.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling