-25.0%
VST vs FE
+3.2%
-28.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | 0.0% | -13.8% | -13.8% |
| 7D | -15.7% | +1.7% | -17.4% | -16.1% |
| 30D | -17.0% | +8.1% | -25.1% | -19.5% |
| 3M | -15.9% | -1.3% | -14.6% | -16.2% |
| 6M | -25.0% | +2.9% | -27.9% | -27.1% |
| All | -25.0% | +3.2% | -28.2% | -27.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling