+1,216.9%
VST vs AG
+138.0%
+1,078.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +3.8% |
| 7D | +8.9% | +1.0% | +7.9% | +8.7% |
| 30D | +6.2% | +19.2% | -13.0% | +3.8% |
| 3M | -2.7% | +6.2% | -8.9% | -4.0% |
| 6M | -8.4% | -26.7% | +18.3% | -6.1% |
| YTD | -7.2% | +26.1% | -33.3% | -11.3% |
| 1Y | -20.9% | +131.7% | -152.6% | -29.7% |
| 3Y | +384.0% | +255.3% | +128.6% | +303.3% |
| 5Y | +757.1% | +61.9% | +695.1% | +634.3% |
| All | +1,216.9% | +138.0% | +1,078.8% | +983.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling