+290.3%
VST vs S
+54.2%
+236.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -2.0% |
| 7D | -6.0% | +1.4% | -7.4% | -6.3% |
| 30D | -18.8% | -10.8% | -8.0% | -16.9% |
| 3M | -8.0% | +5.4% | -13.4% | -10.2% |
| 6M | -10.9% | +41.2% | -52.2% | -20.6% |
| YTD | -18.3% | +56.2% | -74.5% | -30.4% |
| 1Y | -29.9% | +36.3% | -66.2% | -37.8% |
| 3Y | +290.3% | +49.4% | +240.9% | +295.3% |
| All | +290.3% | +54.2% | +236.1% | +295.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling