+897.3%
VST vs Z
-11.7%
+909.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -10.6% | +4.5% | -4.8% |
| 7D | -19.9% | -2.3% | -17.6% | -19.9% |
| 30D | -29.7% | +9.4% | -39.0% | -31.1% |
| 3M | -19.6% | -16.1% | -3.5% | -18.5% |
| 6M | -29.4% | -30.4% | +1.0% | -26.7% |
| YTD | -29.7% | -55.6% | +25.9% | -22.6% |
| 1Y | -40.0% | -58.5% | +18.5% | -33.4% |
| 3Y | +231.0% | -19.6% | +250.6% | +233.4% |
| 5Y | +500.1% | -54.1% | +554.2% | +522.4% |
| 10Y | +1,004.2% | -12.1% | +1,016.3% | +816.8% |
| All | +897.3% | -11.7% | +909.0% | +732.8% |
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