+769.3%
VST vs ROL
-3.8%
+773.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.5% |
| 7D | +8.9% | -1.4% | +10.3% | +9.1% |
| 30D | +6.2% | -4.1% | +10.3% | +6.8% |
| 3M | -2.7% | -22.5% | +19.8% | +0.8% |
| 6M | -8.4% | -37.7% | +29.3% | -1.2% |
| YTD | -7.2% | -39.6% | +32.4% | +0.2% |
| 1Y | -20.9% | -36.0% | +15.1% | -16.1% |
| 3Y | +384.0% | -5.1% | +389.1% | +352.0% |
| All | +769.3% | -3.8% | +773.1% | +635.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling