+297.5%
VST vs SU
+128.7%
+168.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.9% | +9.2% | +8.1% |
| 7D | -0.5% | -10.6% | +10.1% | +4.8% |
| 30D | -17.1% | -6.6% | -10.4% | -14.5% |
| 3M | -4.6% | +12.9% | -17.5% | -10.5% |
| 6M | -9.1% | +6.7% | -15.8% | -13.1% |
| YTD | -16.6% | +55.2% | -71.8% | -38.0% |
| 1Y | -29.5% | +61.5% | -91.0% | -49.1% |
| 3Y | +297.5% | +128.7% | +168.8% | +156.3% |
| All | +297.5% | +128.7% | +168.8% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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