-24.1%
VST vs IT
-17.7%
-6.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.5% |
| 7D | +19.2% | -3.7% | +22.8% | +18.2% |
| 30D | -17.2% | -3.1% | -14.0% | -17.4% |
| 3M | -8.1% | +6.3% | -14.5% | -6.0% |
| 6M | -8.1% | +24.8% | -32.9% | -0.2% |
| YTD | -16.3% | -24.4% | +8.1% | -16.2% |
| 1Y | -24.1% | -17.1% | -7.0% | -21.3% |
| All | -24.1% | -17.7% | -6.5% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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