+302.1%
VOO vs VST
+968.1%
-666.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.6% | -10.3% | -1.7% |
| 7D | -2.7% | -9.8% | +7.1% | -1.2% |
| 30D | -5.4% | -25.1% | +19.8% | -0.7% |
| 3M | -4.1% | -11.6% | +7.5% | -2.7% |
| 6M | +0.7% | -20.9% | +21.7% | +3.8% |
| YTD | +8.7% | -22.3% | +31.0% | +11.2% |
| 1Y | +11.0% | -32.0% | +43.0% | +16.3% |
| 3Y | +75.5% | +262.4% | -186.9% | +12.4% |
| 5Y | +68.4% | +563.4% | -495.0% | -9.7% |
| 10Y | +315.7% | +1,120.7% | -805.0% | +98.0% |
| All | +302.1% | +968.1% | -666.0% | +92.2% |
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