+373.4%
VST vs XYZ
+42.3%
+331.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.3% | +3.7% |
| 7D | +8.9% | -1.0% | +9.9% | +9.1% |
| 30D | +6.2% | -1.7% | +7.9% | +6.5% |
| 3M | -2.7% | +16.7% | -19.5% | -8.3% |
| 6M | -8.4% | +26.9% | -35.2% | -16.7% |
| YTD | -7.2% | +27.1% | -34.3% | -16.7% |
| 1Y | -20.9% | +9.3% | -30.2% | -25.4% |
| All | +373.4% | +42.3% | +331.1% | +281.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling