-4.7%
VST vs MULL
+1,100.2%
-1,104.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +12.3% | -5.0% | +5.0% |
| 7D | -0.5% | -27.1% | +26.6% | +4.5% |
| 30D | -17.1% | -54.2% | +37.2% | -5.9% |
| 3M | -4.6% | -42.0% | +37.4% | +2.2% |
| 6M | -9.1% | -43.5% | +34.4% | -13.8% |
| YTD | -16.6% | +199.9% | -216.5% | -52.6% |
| 1Y | -29.5% | +292.8% | -322.3% | -64.3% |
| All | -4.7% | +1,100.2% | -1,104.9% | -72.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling