+373.4%
VST vs Z
-33.7%
+407.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +4.0% |
| 7D | +8.9% | -3.0% | +11.9% | +9.5% |
| 30D | +6.2% | -4.2% | +10.4% | +6.8% |
| 3M | -2.7% | -3.7% | +1.0% | -2.7% |
| 6M | -8.4% | -24.5% | +16.2% | -2.8% |
| YTD | -7.2% | -49.3% | +42.1% | +8.3% |
| 1Y | -20.9% | -58.7% | +37.8% | -3.1% |
| All | +373.4% | -33.7% | +407.2% | +405.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling