-32.0%
VST vs Z
-59.5%
+27.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.4% | +13.0% | +10.4% |
| 7D | -9.8% | -4.6% | -5.3% | -9.7% |
| 30D | -25.1% | +8.3% | -33.5% | -25.0% |
| 3M | -11.6% | -11.6% | 0.0% | -11.5% |
| 6M | -20.9% | -33.6% | +12.7% | -17.8% |
| YTD | -22.3% | -56.7% | +34.4% | -19.1% |
| 1Y | -32.0% | -59.1% | +27.1% | -28.7% |
| All | -32.0% | -59.5% | +27.5% | -28.7% |
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