+843.1%
VST vs FRSH
-72.4%
+915.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | +5.3% | -9.6% | +14.9% | +6.5% |
| 30D | +5.8% | -0.4% | +6.2% | +5.6% |
| 3M | +3.5% | +27.2% | -23.7% | -0.2% |
| 6M | -7.4% | +42.2% | -49.6% | -12.5% |
| YTD | -6.1% | -2.6% | -3.5% | -6.9% |
| 1Y | -21.6% | -10.2% | -11.5% | -21.6% |
| 3Y | +357.2% | -45.5% | +402.7% | +374.8% |
| All | +843.1% | -72.4% | +915.5% | +817.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling