-22.0%
VST vs S
+30.9%
-52.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | +6.6% | +2.0% | +4.6% | +6.4% |
| 30D | -12.4% | -2.7% | -9.7% | -12.2% |
| 3M | -9.0% | -6.9% | -2.1% | -7.9% |
| 6M | -6.4% | +38.1% | -44.5% | -8.5% |
| YTD | -17.2% | +48.0% | -65.2% | -20.8% |
| 1Y | -22.0% | +34.5% | -56.5% | -24.3% |
| All | -22.0% | +30.9% | -52.9% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling