+897.3%
VST vs ROP
+187.1%
+710.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -5.9% | -6.1% |
| 7D | -19.9% | +9.2% | -29.1% | -22.7% |
| 30D | -29.7% | +35.5% | -65.2% | -38.0% |
| 3M | -19.6% | +24.4% | -44.0% | -27.0% |
| 6M | -29.4% | +38.0% | -67.4% | -39.7% |
| YTD | -29.7% | +11.1% | -40.8% | -34.0% |
| 1Y | -40.0% | +10.9% | -51.0% | -43.8% |
| 3Y | +231.0% | -0.5% | +231.4% | +225.6% |
| 5Y | +500.1% | +4.5% | +495.5% | +465.4% |
| 10Y | +1,004.2% | +207.5% | +796.7% | +589.9% |
| All | +897.3% | +187.1% | +710.2% | +534.6% |
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