+1,216.9%
VST vs ROP
+138.2%
+1,078.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.6% | +7.1% | +5.0% |
| 7D | +8.9% | -4.4% | +13.3% | +10.8% |
| 30D | +6.2% | +3.2% | +3.0% | +4.6% |
| 3M | -2.7% | +23.1% | -25.8% | -12.4% |
| 6M | -8.4% | +13.3% | -21.7% | -15.0% |
| YTD | -7.2% | -7.9% | +0.7% | -5.5% |
| 1Y | -20.9% | -22.1% | +1.2% | -12.5% |
| 3Y | +384.0% | -16.8% | +400.8% | +414.0% |
| 5Y | +757.1% | -13.5% | +770.6% | +776.5% |
| All | +1,216.9% | +138.2% | +1,078.7% | +809.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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