+1,216.9%
VST vs SU
+243.7%
+973.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.7% |
| 7D | +8.9% | +3.6% | +5.3% | +7.6% |
| 30D | +6.2% | +7.9% | -1.7% | +3.4% |
| 3M | -2.7% | +3.5% | -6.2% | -4.3% |
| 6M | -8.4% | +19.0% | -27.3% | -14.5% |
| YTD | -7.2% | +55.0% | -62.2% | -21.0% |
| 1Y | -20.9% | +71.2% | -92.1% | -35.0% |
| 3Y | +384.0% | +117.4% | +266.6% | +269.2% |
| 5Y | +757.1% | +335.2% | +421.9% | +411.0% |
| All | +1,216.9% | +243.7% | +973.1% | +714.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling