+1,205.2%
VST vs AA
+64.5%
+1,140.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.8% | +1.5% | +6.0% |
| 7D | -0.5% | +4.8% | -5.3% | -1.6% |
| 30D | -17.1% | -0.6% | -16.4% | -16.9% |
| 3M | -4.6% | -16.3% | +11.7% | -0.9% |
| 6M | -9.1% | -33.4% | +24.3% | -1.2% |
| YTD | -16.6% | -20.7% | +4.1% | -13.7% |
| 1Y | -29.5% | +12.9% | -42.4% | -32.8% |
| 3Y | +297.5% | +75.7% | +221.8% | +239.9% |
| 5Y | +654.5% | -6.8% | +661.3% | +579.1% |
| 10Y | +1,205.2% | +53.6% | +1,151.6% | +718.0% |
| All | +1,205.2% | +64.5% | +1,140.8% | +718.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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