-34.9%
VST vs MULL
+444.9%
-479.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -13.8% | -0.1% | -12.2% |
| 7D | -15.7% | -35.9% | +20.2% | -11.3% |
| 30D | -17.0% | -47.3% | +30.4% | -11.1% |
| 3M | -15.9% | -30.6% | +14.7% | -13.1% |
| 6M | -25.0% | +13.7% | -38.7% | -31.5% |
| YTD | -25.1% | +272.1% | -297.2% | -42.3% |
| 1Y | -34.9% | +475.1% | -509.9% | -53.0% |
| All | -34.9% | +444.9% | -479.7% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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