-20.9%
VST vs IP
-18.9%
-2.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +3.3% |
| 7D | +8.9% | -5.3% | +14.2% | +9.5% |
| 30D | +6.2% | -10.9% | +17.1% | +7.5% |
| 3M | -2.7% | +11.2% | -13.9% | -5.0% |
| 6M | -8.4% | -10.2% | +1.9% | -8.8% |
| YTD | -7.2% | -2.0% | -5.2% | -7.5% |
| 1Y | -20.9% | -19.1% | -1.8% | -23.8% |
| All | -20.9% | -18.9% | -2.0% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling