+1,179.1%
VST vs AG
+80.4%
+1,098.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.1% | +1.5% |
| 7D | +19.2% | -6.0% | +25.2% | +20.1% |
| 30D | -17.2% | -14.3% | -2.8% | -15.6% |
| 3M | -8.1% | -26.9% | +18.8% | -4.8% |
| 6M | -8.1% | -42.1% | +34.0% | -2.6% |
| YTD | -16.3% | -15.9% | -0.4% | -16.2% |
| 1Y | -24.1% | +11.5% | -35.6% | -26.7% |
| 3Y | +300.2% | +208.0% | +92.2% | +241.3% |
| 5Y | +645.9% | +2.4% | +643.5% | +569.2% |
| All | +1,179.1% | +80.4% | +1,098.7% | +990.0% |
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