-34.9%
VST vs M
+36.6%
-71.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +7.6% | -21.4% | -14.2% |
| 7D | -15.7% | +8.3% | -24.0% | -16.1% |
| 30D | -17.0% | +14.2% | -31.1% | -18.0% |
| 3M | -15.9% | -1.1% | -14.8% | -15.5% |
| 6M | -25.0% | +36.6% | -61.6% | -27.5% |
| YTD | -25.1% | +19.8% | -44.9% | -28.8% |
| 1Y | -34.9% | +37.2% | -72.0% | -38.0% |
| All | -34.9% | +36.6% | -71.4% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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