+1,112.0%
VST vs A
+319.7%
+792.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.7% | +8.8% | +9.9% |
| 7D | -9.8% | -0.1% | -9.7% | -9.7% |
| 30D | -25.1% | +3.4% | -28.5% | -26.0% |
| 3M | -11.6% | +23.8% | -35.4% | -18.6% |
| 6M | -20.9% | +49.0% | -69.9% | -32.8% |
| YTD | -22.3% | +29.4% | -51.7% | -30.4% |
| 1Y | -32.0% | +19.4% | -51.4% | -37.2% |
| 3Y | +262.4% | +66.2% | +196.2% | +188.1% |
| 5Y | +563.4% | +15.8% | +547.6% | +490.3% |
| All | +1,112.0% | +319.7% | +792.3% | +607.2% |
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