-77.0%
VSTL vs VT
+23.6%
-100.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +1.7% | -29.2% | -32.4% |
| 7D | -31.0% | -0.3% | -30.7% | -31.5% |
| 30D | -36.5% | -1.4% | -35.0% | -33.5% |
| 3M | -38.1% | -1.4% | -36.7% | -35.0% |
| 6M | -56.0% | +5.5% | -61.5% | -62.0% |
| YTD | -63.0% | +12.8% | -75.8% | -73.1% |
| 1Y | -73.6% | +15.4% | -89.0% | -82.0% |
| All | -77.0% | +23.6% | -100.6% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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