-26.4%
VST vs IR
+11.4%
-37.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.5% |
| 7D | -6.0% | +1.5% | -7.6% | -6.5% |
| 30D | -18.8% | +9.0% | -27.8% | -21.3% |
| 3M | -8.0% | -0.9% | -7.2% | -8.0% |
| 6M | -10.9% | +13.4% | -24.3% | -16.5% |
| YTD | -18.3% | +8.5% | -26.8% | -22.6% |
| All | -26.4% | +11.4% | -37.8% | -29.4% |
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