+1,162.4%
VST vs AGG
+16.3%
+1,146.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | -6.0% | -0.1% | -6.0% | -6.0% |
| 30D | -18.8% | +1.4% | -20.1% | -19.5% |
| 3M | -8.0% | -0.7% | -7.3% | -7.7% |
| 6M | -10.9% | -1.7% | -9.3% | -10.1% |
| YTD | -18.3% | -1.1% | -17.3% | -17.7% |
| 1Y | -29.9% | -0.7% | -29.2% | -29.5% |
| 3Y | +290.3% | +14.2% | +276.1% | +260.3% |
| 5Y | +635.3% | -1.4% | +636.7% | +643.5% |
| 10Y | +1,162.4% | +16.5% | +1,145.9% | +1,191.8% |
| All | +1,162.4% | +16.3% | +1,146.1% | +1,191.8% |
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