-32.0%
VST vs S
+31.6%
-63.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.6% | +8.9% | +10.4% |
| 7D | -9.8% | -13.4% | +3.6% | -9.1% |
| 30D | -25.1% | -14.0% | -11.2% | -24.7% |
| 3M | -11.6% | +4.9% | -16.4% | -11.3% |
| 6M | -20.9% | +42.0% | -62.9% | -23.6% |
| YTD | -22.3% | +45.1% | -67.4% | -26.0% |
| 1Y | -32.0% | +33.1% | -65.1% | -33.9% |
| All | -32.0% | +31.6% | -63.6% | -33.9% |
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