+1,232.7%
VST vs AGG
+14.9%
+1,217.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +5.3% | -0.2% | +5.5% | +5.4% |
| 30D | +5.8% | -0.2% | +6.0% | +5.9% |
| 3M | +3.5% | -0.7% | +4.2% | +3.9% |
| 6M | -7.4% | -1.8% | -5.6% | -6.4% |
| YTD | -6.1% | -0.6% | -5.5% | -5.6% |
| 1Y | -21.6% | +0.4% | -22.0% | -21.6% |
| 3Y | +357.2% | +13.2% | +344.0% | +324.7% |
| 5Y | +777.0% | -2.0% | +779.0% | +791.2% |
| All | +1,232.7% | +14.9% | +1,217.8% | +1,227.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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