+1,162.4%
VST vs AG
+64.1%
+1,098.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.9% | +3.8% | -1.3% |
| 7D | -6.0% | +6.0% | -12.0% | -6.9% |
| 30D | -18.8% | -13.5% | -5.2% | -17.4% |
| 3M | -8.0% | -20.7% | +12.6% | -5.7% |
| 6M | -10.9% | -31.5% | +20.6% | -7.5% |
| YTD | -18.3% | -10.1% | -8.2% | -18.9% |
| 1Y | -29.9% | +26.0% | -55.9% | -33.3% |
| 3Y | +290.3% | +228.9% | +61.4% | +231.1% |
| 5Y | +635.3% | +8.7% | +626.6% | +555.3% |
| 10Y | +1,162.4% | +71.9% | +1,090.5% | +965.2% |
| All | +1,162.4% | +64.1% | +1,098.3% | +965.2% |
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