+373.4%
VST vs P
+158.6%
+214.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.0% |
| 7D | +8.9% | +6.5% | +2.4% | +6.2% |
| 30D | +6.2% | +18.8% | -12.6% | -2.0% |
| 3M | -2.7% | +26.7% | -29.5% | -13.6% |
| 6M | -8.4% | +62.2% | -70.5% | -27.8% |
| YTD | -7.2% | +48.5% | -55.7% | -25.2% |
| 1Y | -20.9% | +26.4% | -47.3% | -34.3% |
| All | +373.4% | +158.6% | +214.8% | +212.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling