-24.7%
VST vs M
+25.0%
-49.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | +10.9% | -3.3% | +14.2% | +11.0% |
| 30D | -15.6% | +8.1% | -23.7% | -16.3% |
| 3M | -7.8% | +2.2% | -10.0% | -8.0% |
| 6M | -12.0% | +35.1% | -47.1% | -14.5% |
| YTD | -16.9% | +15.8% | -32.7% | -21.0% |
| All | -24.7% | +25.0% | -49.7% | -27.8% |
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