+290.3%
VST vs LEN
-21.7%
+312.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.3% | -1.7% |
| 7D | -6.0% | +0.7% | -6.7% | -6.2% |
| 30D | -18.8% | +13.0% | -31.8% | -20.0% |
| 3M | -8.0% | +1.9% | -9.9% | -8.5% |
| 6M | -10.9% | -0.7% | -10.2% | -11.2% |
| YTD | -18.3% | -13.8% | -4.5% | -17.1% |
| 1Y | -29.9% | -28.1% | -1.8% | -28.5% |
| 3Y | +290.3% | -22.8% | +313.1% | +266.6% |
| All | +290.3% | -21.7% | +312.0% | +266.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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