+262.4%
VST vs MDY
+50.6%
+211.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.6% | +9.9% | +9.6% |
| 7D | -9.8% | -1.7% | -8.2% | -7.7% |
| 30D | -25.1% | -0.9% | -24.2% | -24.0% |
| 3M | -11.6% | -5.7% | -5.8% | -3.7% |
| 6M | -20.9% | -2.9% | -18.0% | -17.3% |
| YTD | -22.3% | +9.8% | -32.1% | -31.8% |
| 1Y | -32.0% | +13.5% | -45.5% | -43.2% |
| 3Y | +262.4% | +51.9% | +210.5% | +154.3% |
| All | +262.4% | +50.6% | +211.8% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling