+1,216.9%
VST vs P
+574.6%
+642.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.2% |
| 7D | +8.9% | +6.5% | +2.4% | +7.0% |
| 30D | +6.2% | +18.8% | -12.6% | +0.6% |
| 3M | -2.7% | +26.7% | -29.5% | -10.0% |
| 6M | -8.4% | +62.2% | -70.5% | -21.4% |
| YTD | -7.2% | +48.5% | -55.7% | -19.1% |
| 1Y | -20.9% | +26.4% | -47.3% | -29.2% |
| 3Y | +384.0% | +159.4% | +224.6% | +263.2% |
| 5Y | +757.1% | +275.8% | +481.3% | +483.1% |
| All | +1,216.9% | +574.6% | +642.2% | +669.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling