+962.7%
VST vs RF
+313.7%
+649.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.5% | -15.3% | -14.4% |
| 7D | -15.7% | +2.3% | -18.0% | -16.5% |
| 30D | -17.0% | +7.2% | -24.2% | -19.3% |
| 3M | -15.9% | -8.2% | -7.7% | -13.5% |
| 6M | -25.0% | +7.0% | -32.0% | -27.4% |
| YTD | -25.1% | +10.3% | -35.4% | -28.7% |
| 1Y | -34.9% | +25.1% | -59.9% | -41.0% |
| 3Y | +252.7% | +110.3% | +142.4% | +161.6% |
| 5Y | +582.3% | +47.1% | +535.2% | +458.3% |
| 10Y | +1,076.6% | +297.9% | +778.6% | +508.3% |
| All | +962.7% | +313.7% | +649.1% | +442.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling