+227.8%
VST vs S
+32.3%
+195.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -8.8% | +2.7% | -4.1% |
| 7D | -19.9% | -16.7% | -3.2% | -16.6% |
| 30D | -29.7% | -17.0% | -12.7% | -26.9% |
| 3M | -19.6% | +2.0% | -21.6% | -21.0% |
| 6M | -29.4% | +35.1% | -64.5% | -36.7% |
| YTD | -29.7% | +42.8% | -72.5% | -38.8% |
| 1Y | -40.0% | +27.7% | -67.8% | -46.1% |
| All | +227.8% | +32.3% | +195.5% | +219.7% |
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