+1,216.9%
VST vs M
-3.9%
+1,220.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +3.1% |
| 7D | +8.9% | +4.7% | +4.2% | +8.2% |
| 30D | +6.2% | -9.6% | +15.8% | +7.8% |
| 3M | -2.7% | +0.9% | -3.6% | -3.1% |
| 6M | -8.4% | +22.3% | -30.6% | -11.5% |
| YTD | -7.2% | +6.5% | -13.7% | -8.8% |
| 1Y | -20.9% | +38.8% | -59.7% | -25.6% |
| 3Y | +384.0% | +115.9% | +268.1% | +316.3% |
| 5Y | +757.1% | +28.6% | +728.4% | +652.5% |
| All | +1,216.9% | -3.9% | +1,220.7% | +855.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling