+1,449.6%
NET vs VST
+563.3%
+886.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -2.8% |
| 7D | -7.0% | +8.9% | -15.9% | -8.9% |
| 30D | -4.8% | +6.2% | -11.0% | -6.2% |
| 3M | +3.8% | -2.7% | +6.6% | +3.7% |
| 6M | +50.0% | -8.4% | +58.4% | +51.3% |
| YTD | +41.5% | -7.2% | +48.7% | +41.4% |
| 1Y | +32.8% | -20.9% | +53.7% | +37.2% |
| 3Y | +335.9% | +384.0% | -48.1% | +190.7% |
| 5Y | +113.8% | +757.1% | -643.2% | +30.5% |
| All | +1,449.6% | +563.3% | +886.2% | +1,075.3% |
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