-32.0%
VST vs IT
-20.0%
-12.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -4.0% | +14.6% | +9.5% |
| 7D | -9.8% | -16.9% | +7.1% | -13.4% |
| 30D | -25.1% | +2.3% | -27.5% | -24.4% |
| 3M | -11.6% | +2.9% | -14.4% | -10.1% |
| 6M | -20.9% | +25.9% | -46.8% | -14.1% |
| YTD | -22.3% | -24.6% | +2.3% | -22.0% |
| 1Y | -32.0% | -16.0% | -16.0% | -29.2% |
| All | -32.0% | -20.0% | -12.0% | -29.2% |
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