-25.1%
VST vs ROL
-33.3%
+8.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.8% |
| 7D | +10.9% | +0.8% | +10.2% | +11.2% |
| 30D | -15.6% | +20.6% | -36.2% | -10.7% |
| 3M | -7.8% | +4.5% | -12.2% | -6.0% |
| 6M | -12.0% | -26.5% | +14.6% | -15.6% |
| YTD | -16.9% | -34.8% | +17.9% | -22.1% |
| 1Y | -25.1% | -33.2% | +8.1% | -29.7% |
| All | -25.1% | -33.3% | +8.2% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling