+1,216.9%
VST vs Z
+0.9%
+1,216.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +3.8% |
| 7D | +8.9% | -3.0% | +11.9% | +9.3% |
| 30D | +6.2% | -4.2% | +10.4% | +6.6% |
| 3M | -2.7% | -3.7% | +1.0% | -2.9% |
| 6M | -8.4% | -24.5% | +16.2% | -5.3% |
| YTD | -7.2% | -49.3% | +42.1% | +1.2% |
| 1Y | -20.9% | -58.7% | +37.8% | -11.5% |
| 3Y | +384.0% | -34.1% | +418.1% | +401.6% |
| 5Y | +757.1% | -64.5% | +821.6% | +814.0% |
| All | +1,216.9% | +0.9% | +1,216.0% | +988.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling