-5.4%
VST vs MULL
+1,230.7%
-1,236.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.2% | +4.1% | -0.1% |
| 7D | +6.6% | +24.5% | -18.0% | +1.7% |
| 30D | -12.4% | -35.5% | +23.1% | -7.0% |
| 3M | -9.0% | -44.8% | +35.8% | -2.0% |
| 6M | -6.4% | -45.5% | +39.0% | -10.5% |
| YTD | -17.2% | +232.5% | -249.7% | -54.1% |
| 1Y | -22.0% | +343.3% | -365.3% | -61.6% |
| All | -5.4% | +1,230.7% | -1,236.0% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling