-32.4%
VST vs Q
+77.9%
-110.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.9% | +0.4% | +4.5% |
| 7D | -0.5% | +8.4% | -8.9% | -3.5% |
| 30D | -17.1% | -1.2% | -15.9% | -16.9% |
| 3M | -4.6% | -9.3% | +4.7% | -1.8% |
| 6M | -9.1% | -15.0% | +5.9% | -5.4% |
| YTD | -16.6% | +53.5% | -70.1% | -29.5% |
| 1Y | -29.5% | +35.9% | -65.3% | -40.2% |
| All | -32.4% | +77.9% | -110.3% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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