-29.4%
VST vs VO
+3.3%
-32.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.5% | -2.7% | -0.2% |
| 7D | -19.9% | -3.3% | -16.6% | -15.1% |
| 30D | -29.7% | -1.8% | -27.8% | -27.6% |
| 3M | -19.6% | -3.4% | -16.2% | -14.7% |
| 6M | -29.4% | +3.0% | -32.4% | -38.0% |
| All | -29.4% | +3.3% | -32.7% | -38.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling