+15.1%
VST vs BIYA
-99.8%
+114.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.3% | +3.5% |
| 7D | +8.9% | +1.3% | +7.6% | +8.9% |
| 30D | +6.2% | -21.0% | +27.2% | +5.9% |
| 3M | -2.7% | -74.3% | +71.6% | -2.4% |
| 6M | -8.4% | -84.6% | +76.3% | -7.7% |
| YTD | -7.2% | -94.2% | +87.0% | -5.7% |
| 1Y | -20.9% | -98.2% | +77.3% | -16.7% |
| All | +15.1% | -99.8% | +114.8% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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