+1,142.3%
VST vs AG
+72.5%
+1,069.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.9% | +1.9% |
| 7D | +10.9% | -4.0% | +15.0% | +11.6% |
| 30D | -15.6% | -13.1% | -2.5% | -14.2% |
| 3M | -7.8% | -22.0% | +14.3% | -5.2% |
| 6M | -12.0% | -37.3% | +25.3% | -7.6% |
| YTD | -16.9% | -11.2% | -5.7% | -17.4% |
| 1Y | -25.1% | +23.9% | -49.0% | -28.6% |
| 3Y | +297.1% | +225.1% | +71.9% | +236.5% |
| 5Y | +641.9% | +7.7% | +634.2% | +561.5% |
| 10Y | +1,142.3% | +86.9% | +1,055.4% | +961.9% |
| All | +1,142.3% | +72.5% | +1,069.8% | +961.9% |
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