+897.3%
VST vs AA
+65.2%
+832.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.3% | -0.8% | -5.0% |
| 7D | -19.9% | -3.7% | -16.2% | -19.3% |
| 30D | -29.7% | -10.8% | -18.9% | -27.9% |
| 3M | -19.6% | -19.1% | -0.5% | -15.9% |
| 6M | -29.4% | -38.7% | +9.3% | -22.0% |
| YTD | -29.7% | -27.1% | -2.6% | -26.0% |
| 1Y | -40.0% | +8.3% | -48.4% | -42.3% |
| 3Y | +231.0% | +49.6% | +181.4% | +193.0% |
| 5Y | +500.1% | -15.5% | +515.5% | +452.7% |
| 10Y | +1,004.2% | +60.9% | +943.3% | +636.5% |
| All | +897.3% | +65.2% | +832.1% | +562.6% |
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