+74.3%
F vs VST
+1,174.0%
-1,099.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.3% |
| 7D | +1.0% | -6.0% | +7.0% | +1.8% |
| 30D | +2.1% | -18.8% | +20.9% | +6.2% |
| 3M | -10.3% | -8.0% | -2.2% | -9.8% |
| 6M | +3.3% | -10.9% | +14.2% | +3.9% |
| YTD | -2.0% | -18.3% | +16.3% | -0.5% |
| 1Y | -2.3% | -29.9% | +27.6% | +2.8% |
| 3Y | +49.9% | +290.3% | -240.4% | -24.8% |
| 5Y | -12.5% | +635.3% | -647.8% | -65.8% |
| 10Y | +74.3% | +1,162.4% | -1,088.1% | -45.4% |
| All | +74.3% | +1,174.0% | -1,099.7% | -45.4% |
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