+262.4%
VST vs SO
+45.4%
+217.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.1% | +11.6% | +10.4% |
| 7D | -9.8% | -1.5% | -8.3% | -9.9% |
| 30D | -25.1% | +8.1% | -33.2% | -24.7% |
| 3M | -11.6% | +0.2% | -11.8% | -11.7% |
| 6M | -20.9% | +0.4% | -21.3% | -21.1% |
| YTD | -22.3% | +8.5% | -30.8% | -21.3% |
| 1Y | -32.0% | +4.9% | -36.9% | -31.6% |
| 3Y | +262.4% | +47.9% | +214.5% | +244.2% |
| All | +262.4% | +45.4% | +217.0% | +244.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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