-25.0%
VST vs IP
+12.9%
-37.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.5% | -15.3% | -14.0% |
| 7D | -15.7% | +3.4% | -19.1% | -16.3% |
| 30D | -17.0% | +11.2% | -28.2% | -18.7% |
| 3M | -15.9% | -14.8% | -1.1% | -13.4% |
| 6M | -25.0% | +17.3% | -42.3% | -33.7% |
| All | -25.0% | +12.9% | -37.9% | -33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling