+373.4%
VST vs FDS
-27.9%
+401.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.5% | +7.0% | +3.2% |
| 7D | +8.9% | -1.9% | +10.8% | +8.7% |
| 30D | +6.2% | +9.0% | -2.8% | +7.0% |
| 3M | -2.7% | +18.9% | -21.6% | -0.8% |
| 6M | -8.4% | +35.1% | -43.5% | -7.0% |
| YTD | -7.2% | +5.5% | -12.7% | -4.5% |
| 1Y | -20.9% | -16.8% | -4.1% | -14.8% |
| All | +373.4% | -27.9% | +401.3% | +413.9% |
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