+373.4%
VST vs COMP
+215.9%
+157.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.4% |
| 7D | +8.9% | +1.4% | +7.5% | +8.7% |
| 30D | +6.2% | -13.3% | +19.5% | +8.2% |
| 3M | -2.7% | +41.1% | -43.8% | -8.0% |
| 6M | -8.4% | +17.2% | -25.5% | -11.7% |
| YTD | -7.2% | +5.2% | -12.4% | -9.9% |
| 1Y | -20.9% | +18.9% | -39.8% | -25.1% |
| All | +373.4% | +215.9% | +157.5% | +275.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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