-6.7%
VST vs MULL
+1,070.1%
-1,076.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.6% |
| 7D | -6.0% | -32.2% | +26.2% | 0.0% |
| 30D | -18.8% | -55.4% | +36.6% | -7.4% |
| 3M | -8.0% | -41.3% | +33.2% | -1.7% |
| 6M | -10.9% | -44.9% | +34.0% | -15.1% |
| YTD | -18.3% | +192.4% | -210.7% | -53.4% |
| 1Y | -29.9% | +239.4% | -269.4% | -62.9% |
| All | -6.7% | +1,070.1% | -1,076.7% | -73.1% |
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