-40.0%
VST vs M
+28.8%
-68.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.9% | -0.3% | -5.8% |
| 7D | -19.9% | -2.1% | -17.8% | -19.6% |
| 30D | -29.7% | +7.7% | -37.4% | -30.2% |
| 3M | -19.6% | -4.4% | -15.2% | -19.2% |
| 6M | -29.4% | +27.5% | -56.9% | -31.3% |
| YTD | -29.7% | +12.8% | -42.5% | -33.0% |
| 1Y | -40.0% | +20.7% | -60.8% | -42.2% |
| All | -40.0% | +28.8% | -68.8% | -42.2% |
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