+886.2%
TER vs VST
+1,112.0%
-225.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.6% | -8.0% | -1.3% |
| 7D | -20.5% | -9.8% | -10.7% | -17.4% |
| 30D | -47.0% | -25.1% | -21.9% | -41.1% |
| 3M | -43.3% | -11.6% | -31.7% | -40.7% |
| 6M | -42.9% | -20.9% | -22.0% | -37.6% |
| YTD | +12.9% | -22.3% | +35.2% | +23.7% |
| 1Y | +18.2% | -32.0% | +50.2% | +34.9% |
| 3Y | +151.8% | +262.4% | -110.6% | +59.0% |
| 5Y | +54.2% | +563.4% | -509.1% | -19.5% |
| All | +886.2% | +1,112.0% | -225.8% | +324.0% |
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