+846.9%
VST vs FRSH
-72.0%
+919.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.9% | +6.6% | +2.2% |
| 7D | +9.9% | -10.1% | +20.0% | +11.1% |
| 30D | +7.9% | +2.2% | +5.7% | +7.4% |
| 3M | +3.4% | +28.6% | -25.2% | -0.4% |
| 6M | -4.1% | +40.2% | -44.3% | -9.2% |
| YTD | -5.7% | -1.2% | -4.5% | -6.7% |
| 1Y | -18.9% | -7.9% | -11.0% | -19.1% |
| 3Y | +359.1% | -44.7% | +403.8% | +376.0% |
| All | +846.9% | -72.0% | +919.0% | +819.5% |
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