+1,205.2%
VST vs AG
+77.4%
+1,127.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.7% | +2.6% | +6.7% |
| 7D | -0.5% | +10.8% | -11.3% | -2.0% |
| 30D | -17.1% | -8.2% | -8.9% | -16.3% |
| 3M | -4.6% | -13.7% | +9.1% | -3.2% |
| 6M | -9.1% | -27.3% | +18.2% | -6.3% |
| YTD | -16.6% | -4.6% | -12.1% | -17.8% |
| 1Y | -29.5% | +39.4% | -68.8% | -33.7% |
| 3Y | +297.5% | +244.1% | +53.4% | +235.2% |
| 5Y | +654.5% | +16.8% | +637.8% | +567.1% |
| 10Y | +1,205.2% | +71.7% | +1,133.5% | +980.8% |
| All | +1,205.2% | +77.4% | +1,127.9% | +980.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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