+995.4%
TER vs VST
+1,139.0%
-143.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.0% |
| 7D | +14.4% | +6.6% | +7.8% | +11.9% |
| 30D | -30.6% | -12.4% | -18.2% | -26.9% |
| 3M | -39.2% | -9.0% | -30.2% | -37.0% |
| 6M | -31.3% | -6.4% | -24.8% | -28.9% |
| YTD | +29.1% | -17.2% | +46.3% | +38.5% |
| 1Y | +47.4% | -22.0% | +69.5% | +61.0% |
| 3Y | +191.2% | +296.7% | -105.4% | +78.4% |
| 5Y | +74.0% | +637.6% | -563.6% | -12.2% |
| All | +995.4% | +1,139.0% | -143.6% | +361.7% |
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