+654.5%
VST vs FRSH
-70.2%
+724.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.1% | +7.4% |
| 7D | -0.5% | -15.5% | +15.0% | +1.6% |
| 30D | -17.1% | -13.7% | -3.3% | -15.6% |
| 3M | -4.6% | +1.4% | -6.0% | -5.0% |
| 6M | -9.1% | +36.0% | -45.1% | -13.6% |
| YTD | -16.6% | -2.0% | -14.7% | -17.5% |
| 1Y | -29.5% | +7.3% | -36.8% | -31.3% |
| 3Y | +297.5% | -29.6% | +327.1% | +303.8% |
| 5Y | +654.5% | -69.2% | +723.8% | +620.3% |
| All | +654.5% | -70.2% | +724.7% | +620.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling