+1,216.9%
VST vs PH
+790.0%
+426.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +8.9% | -3.1% | +12.0% | +10.6% |
| 30D | +6.2% | -3.2% | +9.5% | +7.7% |
| 3M | -2.7% | +10.6% | -13.3% | -7.7% |
| 6M | -8.4% | -2.1% | -6.2% | -7.8% |
| YTD | -7.2% | +10.2% | -17.4% | -12.0% |
| 1Y | -20.9% | +28.2% | -49.1% | -30.9% |
| 3Y | +384.0% | +134.9% | +249.1% | +229.1% |
| 5Y | +757.1% | +253.6% | +503.4% | +379.0% |
| All | +1,216.9% | +790.0% | +426.9% | +406.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling