+1,216.9%
VST vs IP
+28.1%
+1,188.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.8% |
| 7D | +8.9% | -5.3% | +14.2% | +10.9% |
| 30D | +6.2% | -10.9% | +17.1% | +10.3% |
| 3M | -2.7% | +11.2% | -13.9% | -7.5% |
| 6M | -8.4% | -10.2% | +1.9% | -6.8% |
| YTD | -7.2% | -2.0% | -5.2% | -9.1% |
| 1Y | -20.9% | -19.1% | -1.8% | -17.5% |
| 3Y | +384.0% | +20.9% | +363.1% | +323.1% |
| 5Y | +757.1% | -17.8% | +774.9% | +756.5% |
| All | +1,216.9% | +28.1% | +1,188.8% | +939.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling