-40.0%
VST vs P
-1.7%
-38.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -16.4% | +10.2% | -1.5% |
| 7D | -19.9% | -31.9% | +12.0% | -11.1% |
| 30D | -29.7% | -36.5% | +6.9% | -20.5% |
| 3M | -19.6% | +11.6% | -31.1% | -21.8% |
| 6M | -29.4% | +25.2% | -54.6% | -34.6% |
| YTD | -29.7% | +39.4% | -69.2% | -37.4% |
| 1Y | -40.0% | -3.7% | -36.4% | -44.5% |
| All | -40.0% | -1.7% | -38.3% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling