+262.4%
VST vs BUD
+49.3%
+213.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.5% | +12.0% | +10.3% |
| 7D | -9.8% | +4.5% | -14.3% | -9.1% |
| 30D | -25.1% | +12.5% | -37.7% | -24.1% |
| 3M | -11.6% | 0.0% | -11.6% | -11.0% |
| 6M | -20.9% | +3.8% | -24.7% | -20.2% |
| YTD | -22.3% | +33.1% | -55.4% | -20.6% |
| 1Y | -32.0% | +35.5% | -67.5% | -30.4% |
| 3Y | +262.4% | +49.4% | +213.0% | +267.0% |
| All | +262.4% | +49.3% | +213.0% | +267.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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