+897.3%
VST vs P
+533.5%
+363.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -16.4% | +10.2% | -1.7% |
| 7D | -19.9% | -31.9% | +12.0% | -11.3% |
| 30D | -29.7% | -36.5% | +6.9% | -20.7% |
| 3M | -19.6% | +11.6% | -31.1% | -22.8% |
| 6M | -29.4% | +25.2% | -54.6% | -35.3% |
| YTD | -29.7% | +39.4% | -69.2% | -37.9% |
| 1Y | -40.0% | -3.7% | -36.4% | -42.5% |
| 3Y | +231.0% | +167.3% | +63.7% | +147.6% |
| 5Y | +500.1% | +237.3% | +262.7% | +317.3% |
| 10Y | +1,004.2% | +698.6% | +305.6% | +499.9% |
| All | +897.3% | +533.5% | +363.8% | +490.6% |
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