+251.7%
VST vs AHR
+357.7%
-106.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.2% |
| 7D | +5.3% | -4.3% | +9.7% | +7.1% |
| 30D | +5.8% | -3.1% | +8.8% | +6.8% |
| 3M | +3.5% | +15.7% | -12.2% | -4.3% |
| 6M | -7.4% | +4.1% | -11.5% | -10.1% |
| YTD | -6.1% | +15.4% | -21.5% | -13.3% |
| 1Y | -21.6% | +28.0% | -49.6% | -31.4% |
| All | +251.7% | +357.7% | -106.0% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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