+897.3%
VST vs FDS
+139.8%
+757.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.6% | -6.0% |
| 7D | -19.9% | +6.4% | -26.3% | -21.1% |
| 30D | -29.7% | +25.2% | -54.8% | -33.4% |
| 3M | -19.6% | +22.9% | -42.5% | -24.1% |
| 6M | -29.4% | +56.5% | -85.9% | -39.1% |
| YTD | -29.7% | +19.0% | -48.7% | -34.4% |
| 1Y | -40.0% | +32.7% | -72.8% | -46.7% |
| 3Y | +231.0% | -20.4% | +251.4% | +250.2% |
| 5Y | +500.1% | -19.6% | +519.7% | +521.6% |
| 10Y | +1,004.2% | +148.5% | +855.7% | +610.8% |
| All | +897.3% | +139.8% | +757.6% | +543.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling