+1,216.9%
VST vs FE
+123.9%
+1,092.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.9% |
| 1Y | -20.9% | +11.9% | -32.8% | -24.5% |
| 3Y | +384.0% | +48.4% | +335.6% | +303.6% |
| 5Y | +757.1% | +44.8% | +712.3% | +621.1% |
| All | +1,216.9% | +123.9% | +1,092.9% | +960.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling