+148.7%
SBUX vs VST
+1,219.3%
-1,070.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.3% | -3.5% | +2.5% |
| 7D | +4.8% | -0.5% | +5.3% | +4.4% |
| 30D | +20.6% | -17.1% | +37.7% | +23.8% |
| 3M | +4.3% | -4.6% | +8.8% | +3.9% |
| 6M | +5.5% | -9.1% | +14.6% | +5.2% |
| YTD | +32.3% | -16.6% | +48.9% | +32.7% |
| 1Y | +31.2% | -29.5% | +60.6% | +35.7% |
| 3Y | +14.8% | +297.5% | -282.7% | -31.1% |
| 5Y | +8.0% | +654.5% | -646.6% | -47.6% |
| 10Y | +148.7% | +1,205.2% | -1,056.5% | +10.2% |
| All | +148.7% | +1,219.3% | -1,070.6% | +10.2% |
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