-100.0%
VSA price history and return analytics
+238.2%
-338.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.6% | -9.0% | -7.1% |
| 7D | +35.8% | +0.4% | +35.4% | +35.5% |
| 30D | +13.4% | -2.6% | +16.0% | +14.1% |
| 3M | -42.1% | -3.2% | -38.9% | -41.8% |
| 6M | -58.5% | +0.9% | -59.4% | -58.9% |
| YTD | -90.9% | +11.3% | -102.3% | -91.3% |
| 1Y | -99.8% | +14.0% | -113.8% | -99.8% |
| 3Y | -99.8% | +75.8% | -175.6% | -99.8% |
| 5Y | -99.9% | +57.8% | -157.7% | -99.9% |
| 10Y | -100.0% | +219.8% | -319.8% | -100.0% |
| All | -100.0% | +238.2% | -338.2% | -100.0% |
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