+58.8%
T vs VST
+1,174.0%
-1,115.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.7% | +0.8% |
| 7D | +2.6% | -6.0% | +8.6% | +2.9% |
| 30D | -1.1% | -18.8% | +17.7% | +0.2% |
| 3M | -7.7% | -8.0% | +0.3% | -7.7% |
| 6M | -10.6% | -10.9% | +0.3% | -10.6% |
| YTD | -7.5% | -18.3% | +10.9% | -7.3% |
| 1Y | -7.4% | -29.9% | +22.5% | -5.9% |
| 3Y | +63.1% | +290.3% | -227.2% | +11.0% |
| 5Y | +55.2% | +635.3% | -580.1% | -10.5% |
| 10Y | +58.8% | +1,162.4% | -1,103.6% | -16.5% |
| All | +58.8% | +1,174.0% | -1,115.2% | -16.5% |
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