+1,216.9%
VST vs AA
+114.3%
+1,102.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +4.0% |
| 7D | +8.9% | -0.7% | +9.6% | +9.0% |
| 30D | +6.2% | +5.0% | +1.2% | +4.8% |
| 3M | -2.7% | -35.8% | +33.1% | +6.6% |
| 6M | -8.4% | -18.4% | +10.0% | -5.5% |
| YTD | -7.2% | -5.5% | -1.7% | -7.7% |
| 1Y | -20.9% | +61.0% | -81.9% | -30.4% |
| 3Y | +384.0% | +66.2% | +317.8% | +314.0% |
| 5Y | +757.1% | +11.4% | +745.7% | +637.7% |
| All | +1,216.9% | +114.3% | +1,102.5% | +726.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling