+373.4%
VST vs FE
+49.5%
+323.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.6% |
| 7D | +8.9% | +1.9% | +7.0% | +8.5% |
| 30D | +6.2% | -1.2% | +7.4% | +6.4% |
| 3M | -2.7% | +3.5% | -6.2% | -3.4% |
| 6M | -8.4% | -6.1% | -2.3% | -7.6% |
| YTD | -7.2% | +7.6% | -14.8% | -7.9% |
| 1Y | -20.9% | +11.9% | -32.8% | -21.7% |
| All | +373.4% | +49.5% | +323.9% | +345.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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