+262.4%
VST vs XYZ
+73.8%
+188.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.7% | +8.8% | +10.1% |
| 7D | -9.8% | +12.1% | -22.0% | -13.6% |
| 30D | -25.1% | +12.4% | -37.5% | -28.4% |
| 3M | -11.6% | +8.2% | -19.8% | -14.6% |
| 6M | -20.9% | +20.7% | -41.6% | -27.3% |
| YTD | -22.3% | +31.3% | -53.6% | -31.9% |
| 1Y | -32.0% | +20.5% | -52.5% | -38.5% |
| 3Y | +262.4% | +72.6% | +189.8% | +223.9% |
| All | +262.4% | +73.8% | +188.6% | +223.9% |
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