+1,162.4%
VST vs AA
+45.1%
+1,117.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | -1.0% |
| 7D | -6.0% | +1.2% | -7.3% | -6.3% |
| 30D | -18.8% | -5.0% | -13.7% | -17.7% |
| 3M | -8.0% | -22.2% | +14.2% | -2.8% |
| 6M | -10.9% | -36.3% | +25.4% | -2.2% |
| YTD | -18.3% | -24.2% | +5.8% | -14.6% |
| 1Y | -29.9% | +3.9% | -33.8% | -31.9% |
| 3Y | +290.3% | +67.6% | +222.7% | +237.3% |
| 5Y | +635.3% | -8.8% | +644.1% | +565.5% |
| 10Y | +1,162.4% | +45.0% | +1,117.4% | +699.5% |
| All | +1,162.4% | +45.1% | +1,117.3% | +699.5% |
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