+296.7%
VST vs VO
+66.5%
+230.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +6.6% | +3.1% | +3.5% | +0.9% |
| 30D | -12.4% | +2.2% | -14.6% | -15.9% |
| 3M | -9.0% | -2.5% | -6.5% | -4.5% |
| 6M | -6.4% | +7.0% | -13.4% | -17.3% |
| YTD | -17.2% | +14.0% | -31.2% | -34.7% |
| 1Y | -22.0% | +15.6% | -37.7% | -40.3% |
| 3Y | +296.7% | +66.2% | +230.5% | +115.8% |
| All | +296.7% | +66.5% | +230.1% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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