+227.8%
VST vs SO
+47.0%
+180.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.4% | -6.1% |
| 7D | -19.9% | +0.4% | -20.3% | -19.9% |
| 30D | -29.7% | +9.2% | -38.9% | -29.1% |
| 3M | -19.6% | +1.1% | -20.7% | -19.6% |
| 6M | -29.4% | -1.1% | -28.3% | -29.6% |
| YTD | -29.7% | +9.7% | -39.4% | -28.8% |
| 1Y | -40.0% | +5.5% | -45.5% | -39.7% |
| All | +227.8% | +47.0% | +180.8% | +211.7% |
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