+1,216.9%
VST vs IT
+110.9%
+1,105.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.6% | +8.1% | +4.6% |
| 7D | +8.9% | -6.0% | +14.9% | +10.3% |
| 30D | +6.2% | 0.0% | +6.2% | +5.8% |
| 3M | -2.7% | +13.1% | -15.8% | -7.9% |
| 6M | -8.4% | +11.7% | -20.0% | -14.1% |
| YTD | -7.2% | -26.1% | +18.9% | -1.5% |
| 1Y | -20.9% | -21.3% | +0.4% | -19.0% |
| 3Y | +384.0% | -46.7% | +430.7% | +465.2% |
| 5Y | +757.1% | -40.5% | +797.6% | +835.7% |
| All | +1,216.9% | +110.9% | +1,105.9% | +787.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling