+373.4%
VST vs PL
+454.1%
-80.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.7% |
| 7D | +8.9% | -9.3% | +18.2% | +10.4% |
| 30D | +6.2% | -18.9% | +25.1% | +9.3% |
| 3M | -2.7% | -58.4% | +55.6% | +8.7% |
| 6M | -8.4% | -30.3% | +22.0% | -7.5% |
| YTD | -7.2% | -8.1% | +0.9% | -11.4% |
| 1Y | -20.9% | +180.5% | -201.4% | -39.7% |
| All | +373.4% | +454.1% | -80.7% | +181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 3y: compounded portfolio wealth divided by compounded PL 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…
3y analysis · Full analysis span regression · 6 months rolling