+777.0%
VST vs AJG
+77.5%
+699.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | 0.0% |
| 7D | +5.3% | -7.4% | +12.7% | +6.3% |
| 30D | +5.8% | -3.0% | +8.7% | +6.0% |
| 3M | +3.5% | +12.8% | -9.4% | +0.2% |
| 6M | -7.4% | +12.8% | -20.2% | -10.6% |
| YTD | -6.1% | -4.7% | -1.3% | -5.4% |
| 1Y | -21.6% | -17.2% | -4.4% | -17.6% |
| 3Y | +357.2% | +10.2% | +347.0% | +312.8% |
| 5Y | +777.0% | +76.9% | +700.1% | +506.8% |
| All | +777.0% | +77.5% | +699.5% | +506.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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