-15.9%
VST vs IP
-13.5%
-2.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.5% | -15.3% | -13.7% |
| 7D | -15.7% | +3.4% | -19.1% | -16.0% |
| 30D | -17.0% | +11.2% | -28.2% | -18.2% |
| 3M | -15.9% | -14.8% | -1.1% | -15.7% |
| All | -15.9% | -13.5% | -2.4% | -15.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling