+262.4%
VST vs IT
-51.0%
+313.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -4.0% | +14.6% | +10.5% |
| 7D | -9.8% | -16.9% | +7.1% | -10.1% |
| 30D | -25.1% | +2.3% | -27.5% | -25.5% |
| 3M | -11.6% | +2.9% | -14.4% | -12.1% |
| 6M | -20.9% | +25.9% | -46.8% | -22.7% |
| YTD | -22.3% | -24.6% | +2.3% | -14.7% |
| 1Y | -32.0% | -16.0% | -16.0% | -28.0% |
| 3Y | +262.4% | -51.6% | +314.0% | +443.4% |
| All | +262.4% | -51.0% | +313.4% | +443.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling