-20.9%
VST vs IR
-1.2%
-19.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.1% |
| 7D | +8.9% | -2.8% | +11.7% | +9.9% |
| 30D | +6.2% | -15.1% | +21.3% | +12.2% |
| 3M | -2.7% | +6.1% | -8.8% | -5.9% |
| 6M | -8.4% | -16.8% | +8.5% | -5.5% |
| YTD | -7.2% | -3.5% | -3.7% | -7.7% |
| 1Y | -20.9% | -3.5% | -17.4% | -19.5% |
| All | -20.9% | -1.2% | -19.7% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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