+1,142.3%
VST vs ALL
+371.2%
+771.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +10.9% | -2.6% | +13.5% | +11.7% |
| 30D | -15.6% | +12.7% | -28.3% | -19.6% |
| 3M | -7.8% | +0.4% | -8.2% | -8.8% |
| 6M | -12.0% | +23.8% | -35.8% | -20.6% |
| YTD | -16.9% | +27.8% | -44.7% | -26.6% |
| 1Y | -25.1% | +28.9% | -54.0% | -34.1% |
| 3Y | +297.1% | +113.9% | +183.2% | +170.4% |
| 5Y | +641.9% | +157.4% | +484.5% | +343.6% |
| 10Y | +1,142.3% | +369.0% | +773.3% | +468.6% |
| All | +1,142.3% | +371.2% | +771.1% | +468.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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