+962.7%
VST vs M
+8.1%
+954.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +7.6% | -21.4% | -15.0% |
| 7D | -15.7% | +8.3% | -24.0% | -16.9% |
| 30D | -17.0% | +14.2% | -31.1% | -18.9% |
| 3M | -15.9% | -1.1% | -14.8% | -16.1% |
| 6M | -25.0% | +36.6% | -61.6% | -29.0% |
| YTD | -25.1% | +19.8% | -44.9% | -28.0% |
| 1Y | -34.9% | +37.2% | -72.0% | -38.8% |
| 3Y | +252.7% | +124.5% | +128.2% | +200.1% |
| 5Y | +582.3% | +1.5% | +580.9% | +520.9% |
| 10Y | +1,076.6% | +7.8% | +1,068.8% | +734.9% |
| All | +962.7% | +8.1% | +954.6% | +654.3% |
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