-28.5%
VST vs BR
-10.8%
-17.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.3% | +7.8% |
| 7D | -0.5% | +4.4% | -4.9% | +2.1% |
| 30D | -17.1% | +16.3% | -33.3% | -10.6% |
| 3M | -4.6% | +16.2% | -20.8% | +3.1% |
| 6M | -9.1% | +30.3% | -39.4% | +4.0% |
| YTD | -16.6% | -12.2% | -4.4% | -9.1% |
| All | -28.5% | -10.8% | -17.6% | -21.7% |
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