+221.9%
C vs VST
+996.4%
-774.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -6.2% | +1.1% | -3.3% |
| 7D | -5.3% | -19.9% | +14.6% | +0.3% |
| 30D | -7.3% | -29.7% | +22.3% | +1.3% |
| 3M | -13.5% | -19.6% | +6.1% | -9.3% |
| 6M | -6.5% | -29.4% | +22.9% | +1.0% |
| YTD | +3.6% | -29.7% | +33.3% | +10.3% |
| 1Y | +18.9% | -40.0% | +58.9% | +32.1% |
| 3Y | +205.0% | +231.0% | -26.0% | +50.8% |
| 5Y | +109.4% | +500.1% | -390.7% | -24.0% |
| All | +221.9% | +996.4% | -774.5% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 10y: compounded portfolio wealth divided by compounded VST 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…
10y analysis · Full analysis span regression · 6 months rolling