+1,162.4%
VST vs A
+312.5%
+849.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -1.6% |
| 7D | -6.0% | +1.4% | -7.4% | -6.4% |
| 30D | -18.8% | +4.3% | -23.1% | -19.9% |
| 3M | -8.0% | +19.8% | -27.8% | -14.2% |
| 6M | -10.9% | +54.4% | -65.3% | -25.3% |
| YTD | -18.3% | +31.7% | -50.0% | -27.3% |
| 1Y | -29.9% | +22.4% | -52.4% | -35.9% |
| 3Y | +290.3% | +67.7% | +222.6% | +209.5% |
| 5Y | +635.3% | +15.7% | +619.6% | +555.6% |
| 10Y | +1,162.4% | +308.7% | +853.7% | +635.3% |
| All | +1,162.4% | +312.5% | +849.9% | +635.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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