+1,216.9%
VST vs XYZ
+610.4%
+606.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.3% | +3.6% |
| 7D | +8.9% | -1.0% | +9.9% | +9.0% |
| 30D | +6.2% | -1.7% | +7.9% | +6.4% |
| 3M | -2.7% | +16.7% | -19.5% | -5.7% |
| 6M | -8.4% | +26.9% | -35.2% | -12.8% |
| YTD | -7.2% | +27.1% | -34.3% | -12.4% |
| 1Y | -20.9% | +9.3% | -30.2% | -23.5% |
| 3Y | +384.0% | +42.3% | +341.7% | +343.4% |
| 5Y | +757.1% | -69.3% | +826.4% | +796.1% |
| All | +1,216.9% | +610.4% | +606.5% | +1,143.9% |
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 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