-34.9%
VST vs IR
+11.7%
-46.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -0.4% | -13.4% | -13.6% |
| 7D | -15.7% | +11.6% | -27.3% | -19.3% |
| 30D | -17.0% | +7.2% | -24.1% | -19.1% |
| 3M | -15.9% | -5.9% | -10.0% | -14.2% |
| 6M | -25.0% | +11.5% | -36.5% | -29.2% |
| YTD | -25.1% | +6.3% | -31.4% | -28.7% |
| 1Y | -34.9% | +9.1% | -44.0% | -37.3% |
| All | -34.9% | +11.7% | -46.6% | -37.3% |
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