+296.7%
VST vs BR
+14.9%
+281.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | +6.6% | +1.1% | +5.5% | +6.7% |
| 30D | -12.4% | +14.4% | -26.7% | -11.7% |
| 3M | -9.0% | +12.4% | -21.4% | -8.3% |
| 6M | -6.4% | +35.4% | -41.9% | -6.9% |
| YTD | -17.2% | -12.2% | -5.0% | -8.4% |
| 1Y | -22.0% | -12.7% | -9.3% | -13.6% |
| 3Y | +296.7% | +14.3% | +282.4% | +274.7% |
| All | +296.7% | +14.9% | +281.7% | +274.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling