+249.3%
VST vs COMP
+346.2%
-96.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +7.7% | -21.6% | -14.9% |
| 7D | -15.7% | +9.5% | -25.2% | -17.0% |
| 30D | -17.0% | +8.1% | -25.1% | -18.2% |
| 3M | -15.9% | -16.3% | +0.5% | -14.2% |
| 6M | -25.0% | +42.2% | -67.2% | -30.0% |
| YTD | -25.1% | -5.0% | -20.1% | -26.6% |
| 1Y | -34.9% | +20.1% | -55.0% | -38.5% |
| All | +249.3% | +346.2% | -96.9% | +177.3% |
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