-29.9%
VST vs Z
-60.5%
+30.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | -2.4% |
| 7D | -6.0% | -6.5% | +0.4% | -6.1% |
| 30D | -18.8% | -0.1% | -18.7% | -18.8% |
| 3M | -8.0% | -14.1% | +6.1% | -8.1% |
| 6M | -10.9% | -30.1% | +19.1% | -8.3% |
| YTD | -18.3% | -57.5% | +39.2% | -15.5% |
| 1Y | -29.9% | -60.3% | +30.4% | -27.0% |
| All | -29.9% | -60.5% | +30.6% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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