-34.9%
VST vs TAP
+4.4%
-39.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.0% | -16.9% | -12.9% |
| 7D | -15.7% | +9.9% | -25.7% | -13.2% |
| 30D | -17.0% | +18.1% | -35.1% | -13.3% |
| 3M | -15.9% | +3.2% | -19.1% | -14.1% |
| 6M | -25.0% | +8.4% | -33.4% | -22.7% |
| YTD | -25.1% | -4.4% | -20.7% | -24.2% |
| 1Y | -34.9% | +3.2% | -38.1% | -34.6% |
| All | -34.9% | +4.4% | -39.2% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling