+861.4%
TER vs VST
+996.4%
-134.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -6.2% | -9.1% | -13.0% |
| 7D | -28.2% | -19.9% | -8.3% | -22.0% |
| 30D | -50.6% | -29.7% | -20.9% | -43.7% |
| 3M | -45.3% | -19.6% | -25.8% | -40.7% |
| 6M | -40.4% | -29.4% | -11.0% | -32.0% |
| YTD | +10.0% | -29.7% | +39.8% | +25.3% |
| 1Y | +13.6% | -40.0% | +53.7% | +35.9% |
| 3Y | +145.2% | +231.0% | -85.8% | +60.4% |
| 5Y | +50.4% | +500.1% | -449.7% | -18.5% |
| All | +861.4% | +996.4% | -134.9% | +329.5% |
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