+897.3%
VST vs ROL
+242.2%
+655.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.0% | -7.1% | -6.4% |
| 7D | -19.9% | +11.7% | -31.6% | -22.0% |
| 30D | -29.7% | +27.7% | -57.4% | -34.0% |
| 3M | -19.6% | +3.7% | -23.2% | -20.7% |
| 6M | -29.4% | -27.8% | -1.6% | -23.8% |
| YTD | -29.7% | -34.7% | +5.0% | -22.4% |
| 1Y | -40.0% | -34.1% | -5.9% | -34.1% |
| 3Y | +231.0% | +5.9% | +225.1% | +205.6% |
| 5Y | +500.1% | +15.6% | +484.4% | +427.1% |
| 10Y | +1,004.2% | +226.5% | +777.7% | +654.1% |
| All | +897.3% | +242.2% | +655.2% | +589.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling