+734.3%
VST vs FRSH
-72.1%
+806.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.5% |
| 7D | +10.9% | -8.9% | +19.8% | +12.1% |
| 30D | -15.6% | -13.2% | -2.4% | -14.3% |
| 3M | -7.8% | +0.9% | -8.7% | -8.1% |
| 6M | -12.0% | +40.3% | -52.3% | -16.5% |
| YTD | -16.9% | -1.4% | -15.5% | -17.8% |
| 1Y | -25.1% | +3.8% | -28.9% | -26.5% |
| 3Y | +297.1% | -30.8% | +327.8% | +303.6% |
| 5Y | +641.9% | -68.5% | +710.5% | +614.8% |
| All | +734.3% | -72.1% | +806.4% | +709.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling