+962.7%
VST vs SO
+181.6%
+781.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -0.7% | -13.2% | -13.6% |
| 7D | -15.7% | +1.7% | -17.5% | -16.3% |
| 30D | -17.0% | +11.1% | -28.1% | -20.7% |
| 3M | -15.9% | +0.7% | -16.6% | -16.3% |
| 6M | -25.0% | -1.4% | -23.6% | -25.0% |
| YTD | -25.1% | +9.4% | -34.5% | -28.4% |
| 1Y | -34.9% | +3.7% | -38.6% | -36.4% |
| 3Y | +252.7% | +46.7% | +206.0% | +181.9% |
| 5Y | +582.3% | +78.9% | +503.5% | +390.2% |
| 10Y | +1,076.6% | +180.3% | +896.2% | +671.7% |
| All | +962.7% | +181.6% | +781.1% | +593.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling