+1,112.0%
VST vs AA
+63.3%
+1,048.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.9% | +7.6% | +9.9% |
| 7D | -9.8% | +0.9% | -10.7% | -10.0% |
| 30D | -25.1% | -6.7% | -18.5% | -24.0% |
| 3M | -11.6% | -16.3% | +4.8% | -8.2% |
| 6M | -20.9% | -37.1% | +16.2% | -13.0% |
| YTD | -22.3% | -25.0% | +2.7% | -18.6% |
| 1Y | -32.0% | +8.6% | -40.6% | -34.6% |
| 3Y | +262.4% | +57.2% | +205.1% | +217.2% |
| 5Y | +563.4% | -13.0% | +576.4% | +506.5% |
| All | +1,112.0% | +63.3% | +1,048.7% | +684.3% |
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