+769.3%
VST vs RF
+89.8%
+679.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +8.9% | +1.3% | +7.6% | +8.4% |
| 30D | +6.2% | -3.6% | +9.8% | +7.5% |
| 3M | -2.7% | +8.1% | -10.8% | -5.7% |
| 6M | -8.4% | +11.5% | -19.8% | -12.3% |
| YTD | -7.2% | +15.6% | -22.8% | -12.7% |
| 1Y | -20.9% | +15.7% | -36.6% | -25.8% |
| 3Y | +384.0% | +86.9% | +297.1% | +283.8% |
| All | +769.3% | +89.8% | +679.5% | +603.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling