+262.4%
VST vs ROL
+3.8%
+258.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.1% | +12.6% | +10.4% |
| 7D | -9.8% | +9.5% | -19.3% | -9.2% |
| 30D | -25.1% | +22.9% | -48.1% | -24.3% |
| 3M | -11.6% | +3.5% | -15.1% | -11.0% |
| 6M | -20.9% | -29.4% | +8.5% | -19.7% |
| YTD | -22.3% | -36.1% | +13.8% | -21.0% |
| 1Y | -32.0% | -34.4% | +2.3% | -31.1% |
| 3Y | +262.4% | +4.0% | +258.4% | +203.7% |
| All | +262.4% | +3.8% | +258.5% | +203.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling