-19.0%
VST vs SUNB
+13.4%
-32.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.9% | +1.4% | +5.5% |
| 7D | -0.5% | -2.6% | +2.1% | +0.2% |
| 30D | -17.1% | +8.6% | -25.7% | -18.5% |
| 3M | -4.6% | +1.1% | -5.7% | -4.9% |
| 6M | -9.1% | +13.1% | -22.2% | -11.5% |
| All | -19.0% | +13.4% | -32.4% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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