+588.9%
VST vs AA
-15.4%
+604.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.9% | +7.6% | +9.8% |
| 7D | -9.8% | +0.9% | -10.7% | -10.1% |
| 30D | -25.1% | -6.7% | -18.5% | -23.9% |
| 3M | -11.6% | -16.3% | +4.8% | -7.9% |
| 6M | -20.9% | -37.1% | +16.2% | -12.3% |
| YTD | -22.3% | -25.0% | +2.7% | -18.3% |
| 1Y | -32.0% | +8.6% | -40.6% | -34.9% |
| 3Y | +262.4% | +57.2% | +205.1% | +220.0% |
| All | +588.9% | -15.4% | +604.3% | +539.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling