-11.2%
VST vs MULL
+968.6%
-979.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +9.1% | +1.4% | +8.8% |
| 7D | -9.8% | -42.7% | +32.9% | -1.0% |
| 30D | -25.1% | -63.8% | +38.6% | -11.3% |
| 3M | -11.6% | -49.0% | +37.5% | -2.9% |
| 6M | -20.9% | -38.2% | +17.3% | -27.7% |
| YTD | -22.3% | +167.0% | -189.3% | -54.9% |
| 1Y | -32.0% | +247.7% | -279.7% | -64.8% |
| All | -11.2% | +968.6% | -979.8% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling