+500.1%
VST vs A
+13.7%
+486.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.0% | -3.1% | -5.1% |
| 7D | -19.9% | -5.2% | -14.7% | -18.4% |
| 30D | -29.7% | +1.4% | -31.1% | -30.0% |
| 3M | -19.6% | +21.9% | -41.5% | -25.1% |
| 6M | -29.4% | +46.7% | -76.1% | -39.0% |
| YTD | -29.7% | +27.2% | -56.9% | -36.0% |
| 1Y | -40.0% | +17.9% | -58.0% | -43.9% |
| 3Y | +231.0% | +61.1% | +169.9% | +171.4% |
| 5Y | +500.1% | +13.8% | +486.2% | +409.1% |
| All | +500.1% | +13.7% | +486.4% | +409.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling