-28.5%
VST vs PH
+13.9%
-42.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.2% | +3.1% | +4.2% |
| 7D | -0.5% | +3.0% | -3.6% | -2.2% |
| 30D | -17.1% | -0.6% | -16.4% | -16.5% |
| 3M | -4.6% | -10.7% | +6.2% | +2.3% |
| 6M | -9.1% | +9.1% | -18.1% | -13.9% |
| YTD | -16.6% | +9.5% | -26.1% | -21.2% |
| All | -28.5% | +13.9% | -42.3% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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