+310.0%
VOO vs VST
+1,219.3%
-909.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.3% | -5.0% | +1.0% |
| 7D | +0.1% | -0.5% | +0.6% | -0.2% |
| 30D | -3.3% | -17.1% | +13.8% | -0.4% |
| 3M | -2.4% | -4.6% | +2.2% | -2.4% |
| 6M | +2.6% | -9.1% | +11.7% | +2.9% |
| YTD | +11.3% | -16.6% | +27.9% | +12.3% |
| 1Y | +13.4% | -29.5% | +42.9% | +18.1% |
| 3Y | +80.3% | +297.5% | -217.2% | +12.8% |
| 5Y | +72.7% | +654.5% | -581.8% | -10.6% |
| 10Y | +310.0% | +1,205.2% | -895.2% | +92.4% |
| All | +310.0% | +1,219.3% | -909.3% | +92.4% |
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