+769.3%
VST vs P
+276.6%
+492.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.1% |
| 7D | +8.9% | +6.5% | +2.4% | +6.6% |
| 30D | +6.2% | +18.8% | -12.6% | -0.9% |
| 3M | -2.7% | +26.7% | -29.5% | -12.0% |
| 6M | -8.4% | +62.2% | -70.5% | -25.0% |
| YTD | -7.2% | +48.5% | -55.7% | -22.5% |
| 1Y | -20.9% | +26.4% | -47.3% | -31.9% |
| 3Y | +384.0% | +159.4% | +224.6% | +237.2% |
| All | +769.3% | +276.6% | +492.7% | +446.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling