+769.3%
VST vs FE
+45.0%
+724.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | +8.9% | +1.9% | +7.0% | +8.1% |
| 30D | +6.2% | -1.2% | +7.4% | +6.7% |
| 3M | -2.7% | +3.5% | -6.2% | -4.3% |
| 6M | -8.4% | -6.1% | -2.3% | -6.3% |
| YTD | -7.2% | +7.6% | -14.8% | -9.8% |
| 1Y | -20.9% | +11.9% | -32.8% | -24.4% |
| 3Y | +384.0% | +48.4% | +335.6% | +296.3% |
| All | +769.3% | +45.0% | +724.4% | +644.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling