+300.9%
VOO vs VST
+866.2%
-565.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.2% | +1.8% | -3.2% |
| 7D | -4.7% | -19.9% | +15.2% | -1.0% |
| 30D | -5.9% | -29.7% | +23.8% | 0.0% |
| 3M | -4.5% | -19.6% | +15.1% | -1.3% |
| 6M | +1.9% | -29.4% | +31.3% | +7.3% |
| YTD | +8.4% | -29.7% | +38.1% | +13.1% |
| 1Y | +9.5% | -40.0% | +49.5% | +17.6% |
| 3Y | +75.3% | +231.0% | -155.7% | +14.3% |
| 5Y | +67.9% | +500.1% | -432.2% | -8.2% |
| 10Y | +314.4% | +1,004.2% | -689.8% | +101.3% |
| All | +300.9% | +866.2% | -565.3% | +95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling