+296.7%
VST vs MXL
+237.7%
+59.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -0.1% |
| 7D | +6.6% | +13.4% | -6.8% | +3.9% |
| 30D | -12.4% | -29.2% | +16.9% | -7.5% |
| 3M | -9.0% | -27.2% | +18.2% | -5.3% |
| 6M | -6.4% | -36.4% | +30.0% | -3.6% |
| YTD | -17.2% | +220.0% | -237.2% | -45.1% |
| 1Y | -22.0% | +304.8% | -326.8% | -51.9% |
| 3Y | +296.7% | +238.5% | +58.2% | +144.3% |
| All | +296.7% | +237.7% | +59.0% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 3y: compounded portfolio wealth divided by compounded MXL 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…
3y analysis · Full analysis span regression · 6 months rolling