+227.8%
VST vs FDS
-20.2%
+248.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.6% | -6.2% |
| 7D | -19.9% | +6.4% | -26.3% | -19.2% |
| 30D | -29.7% | +25.2% | -54.8% | -27.6% |
| 3M | -19.6% | +22.9% | -42.5% | -17.2% |
| 6M | -29.4% | +56.5% | -85.9% | -26.5% |
| YTD | -29.7% | +19.0% | -48.7% | -26.2% |
| 1Y | -40.0% | +32.7% | -72.8% | -37.8% |
| All | +227.8% | -20.2% | +248.0% | +268.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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