+373.4%
VST vs RF
+86.8%
+286.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +8.9% | +1.3% | +7.6% | +8.3% |
| 30D | +6.2% | -3.6% | +9.8% | +7.7% |
| 3M | -2.7% | +8.1% | -10.8% | -6.2% |
| 6M | -8.4% | +11.5% | -19.8% | -12.9% |
| YTD | -7.2% | +15.6% | -22.8% | -13.7% |
| 1Y | -20.9% | +15.7% | -36.6% | -26.6% |
| All | +373.4% | +86.8% | +286.6% | +267.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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