+806.6%
VST vs IR
+328.3%
+478.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -0.4% | -13.4% | -13.6% |
| 7D | -15.7% | +11.6% | -27.3% | -19.6% |
| 30D | -17.0% | +7.2% | -24.1% | -19.3% |
| 3M | -15.9% | -5.9% | -10.0% | -13.9% |
| 6M | -25.0% | +11.5% | -36.5% | -28.7% |
| YTD | -25.1% | +6.3% | -31.4% | -28.1% |
| 1Y | -34.9% | +9.1% | -44.0% | -38.2% |
| 3Y | +252.7% | +29.2% | +223.5% | +217.7% |
| 5Y | +582.3% | +48.2% | +534.2% | +472.6% |
| All | +806.6% | +328.3% | +478.3% | +446.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling