+897.3%
VST vs RF
+304.8%
+592.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.1% | -4.0% | -5.4% |
| 7D | -19.9% | -1.6% | -18.3% | -19.5% |
| 30D | -29.7% | +5.0% | -34.7% | -31.1% |
| 3M | -19.6% | -10.0% | -9.6% | -16.7% |
| 6M | -29.4% | +3.3% | -32.7% | -30.7% |
| YTD | -29.7% | +7.9% | -37.7% | -32.5% |
| 1Y | -40.0% | +21.2% | -61.3% | -45.0% |
| 3Y | +231.0% | +105.8% | +125.2% | +147.6% |
| 5Y | +500.1% | +43.7% | +456.3% | +395.4% |
| 10Y | +1,004.2% | +289.4% | +714.8% | +475.7% |
| All | +897.3% | +304.8% | +592.5% | +413.1% |
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