+588.9%
VST vs AG
+12.9%
+576.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.8% | +8.7% | +10.2% |
| 7D | -9.8% | +6.3% | -16.1% | -11.1% |
| 30D | -25.1% | -8.9% | -16.2% | -24.0% |
| 3M | -11.6% | -12.2% | +0.6% | -10.0% |
| 6M | -20.9% | -28.3% | +7.4% | -17.0% |
| YTD | -22.3% | -8.8% | -13.5% | -23.9% |
| 1Y | -32.0% | +39.4% | -71.4% | -39.0% |
| 3Y | +262.4% | +229.4% | +33.0% | +169.9% |
| All | +588.9% | +12.9% | +576.0% | +438.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling