-24.8%
VST vs Q
+71.3%
-96.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.0% |
| 7D | +8.9% | +0.2% | +8.7% | +8.8% |
| 30D | +6.2% | -11.1% | +17.3% | +10.2% |
| 3M | -2.7% | -22.1% | +19.4% | +4.7% |
| 6M | -8.4% | +0.5% | -8.8% | -10.8% |
| YTD | -7.2% | +47.8% | -55.0% | -20.3% |
| All | -24.8% | +71.3% | -96.1% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling