-22.0%
VST vs Z
-58.2%
+36.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -0.9% |
| 7D | +6.6% | +0.8% | +5.7% | +6.7% |
| 30D | -12.4% | +5.2% | -17.6% | -12.2% |
| 3M | -9.0% | -17.0% | +8.0% | -8.8% |
| 6M | -6.4% | -22.7% | +16.2% | -4.3% |
| YTD | -17.2% | -56.3% | +39.1% | -14.0% |
| 1Y | -22.0% | -57.7% | +35.6% | -18.5% |
| All | -22.0% | -58.2% | +36.2% | -18.5% |
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