+1,002.6%
VST vs XYZ
+633.7%
+368.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.7% | +8.8% | +10.3% |
| 7D | -9.8% | +12.1% | -22.0% | -12.0% |
| 30D | -25.1% | +12.4% | -37.5% | -27.0% |
| 3M | -11.6% | +8.2% | -19.8% | -13.4% |
| 6M | -20.9% | +20.7% | -41.6% | -24.4% |
| YTD | -22.3% | +31.3% | -53.6% | -27.5% |
| 1Y | -32.0% | +20.5% | -52.5% | -35.7% |
| 3Y | +262.4% | +72.6% | +189.8% | +222.4% |
| 5Y | +563.4% | -64.0% | +627.4% | +576.1% |
| 10Y | +1,120.7% | +601.8% | +518.9% | +998.0% |
| All | +1,002.6% | +633.7% | +368.8% | +929.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling