+769.3%
VST vs S
-71.4%
+840.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.5% |
| 7D | +8.9% | -7.7% | +16.6% | +10.0% |
| 30D | +6.2% | -5.3% | +11.5% | +6.6% |
| 3M | -2.7% | +20.3% | -23.0% | -5.8% |
| 6M | -8.4% | +47.4% | -55.7% | -14.3% |
| YTD | -7.2% | +32.5% | -39.7% | -12.1% |
| 1Y | -20.9% | +9.5% | -30.4% | -23.2% |
| 3Y | +384.0% | +15.5% | +368.5% | +369.1% |
| All | +769.3% | -71.4% | +840.7% | +721.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling