-32.0%
VST vs XYZ
+15.0%
-47.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.7% | +8.8% | +10.6% |
| 7D | -9.8% | +12.1% | -22.0% | -9.5% |
| 30D | -25.1% | +12.4% | -37.5% | -24.9% |
| 3M | -11.6% | +8.2% | -19.8% | -11.2% |
| 6M | -20.9% | +20.7% | -41.6% | -21.6% |
| YTD | -22.3% | +31.3% | -53.6% | -22.8% |
| 1Y | -32.0% | +20.5% | -52.5% | -31.8% |
| All | -32.0% | +15.0% | -47.0% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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