+449.7%
V vs VST
+1,112.0%
-662.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.6% | -10.5% | -1.6% |
| 7D | +2.2% | -9.8% | +12.0% | +3.4% |
| 30D | +13.6% | -25.1% | +38.7% | +18.0% |
| 3M | +14.3% | -11.6% | +25.9% | +15.4% |
| 6M | +33.1% | -20.9% | +54.0% | +35.9% |
| YTD | +21.2% | -22.3% | +43.5% | +22.7% |
| 1Y | +26.4% | -32.0% | +58.4% | +30.8% |
| 3Y | +77.6% | +262.4% | -184.8% | +6.4% |
| 5Y | +102.6% | +563.4% | -460.8% | -1.6% |
| All | +449.7% | +1,112.0% | -662.3% | +130.0% |
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