-40.0%
VST vs IP
-1.7%
-38.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.0% | -2.2% | -5.7% |
| 7D | -19.9% | -5.0% | -14.9% | -19.5% |
| 30D | -29.7% | +6.5% | -36.2% | -30.4% |
| 3M | -19.6% | -18.0% | -1.5% | -17.7% |
| 6M | -29.4% | +10.3% | -39.7% | -31.7% |
| YTD | -29.7% | -9.9% | -19.8% | -29.1% |
| 1Y | -40.0% | -1.1% | -39.0% | -39.1% |
| All | -40.0% | -1.7% | -38.4% | -39.1% |
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