+1,112.0%
VST vs AG
+89.9%
+1,022.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.8% | +8.7% | +10.3% |
| 7D | -9.8% | +6.3% | -16.1% | -10.7% |
| 30D | -25.1% | -8.9% | -16.2% | -24.4% |
| 3M | -11.6% | -12.2% | +0.6% | -10.5% |
| 6M | -20.9% | -28.3% | +7.4% | -18.4% |
| YTD | -22.3% | -8.8% | -13.5% | -23.0% |
| 1Y | -32.0% | +39.4% | -71.4% | -36.0% |
| 3Y | +262.4% | +229.4% | +33.0% | +207.9% |
| 5Y | +563.4% | +14.5% | +548.8% | +489.6% |
| All | +1,112.0% | +89.9% | +1,022.1% | +944.7% |
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