+249.3%
VST vs IP
+17.6%
+231.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.5% | -15.3% | -14.2% |
| 7D | -15.7% | +3.4% | -19.1% | -16.6% |
| 30D | -17.0% | +11.2% | -28.2% | -19.5% |
| 3M | -15.9% | -14.8% | -1.1% | -12.7% |
| 6M | -25.0% | +17.3% | -42.3% | -29.5% |
| YTD | -25.1% | -6.2% | -18.9% | -25.6% |
| 1Y | -34.9% | +2.3% | -37.2% | -37.3% |
| All | +249.3% | +17.6% | +231.7% | +239.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling