-34.9%
VST vs BR
-14.2%
-20.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.0% | -16.8% | -12.3% |
| 7D | -15.7% | +7.0% | -22.7% | -12.7% |
| 30D | -17.0% | +19.0% | -36.0% | -10.0% |
| 3M | -15.9% | +13.1% | -29.0% | -10.5% |
| 6M | -25.0% | +24.6% | -49.6% | -16.0% |
| YTD | -25.1% | -13.6% | -11.5% | -18.3% |
| 1Y | -34.9% | -13.1% | -21.7% | -28.8% |
| All | -34.9% | -14.2% | -20.6% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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