+1,162.4%
VST vs ALL
+372.0%
+790.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -3.0% |
| 7D | -6.0% | -0.1% | -5.9% | -6.4% |
| 30D | -18.8% | +13.8% | -32.6% | -22.9% |
| 3M | -8.0% | -2.8% | -5.3% | -8.0% |
| 6M | -10.9% | +23.7% | -34.6% | -19.6% |
| YTD | -18.3% | +27.3% | -45.6% | -27.7% |
| 1Y | -29.9% | +30.5% | -60.5% | -38.8% |
| 3Y | +290.3% | +113.0% | +177.3% | +166.1% |
| 5Y | +635.3% | +157.6% | +477.7% | +339.0% |
| 10Y | +1,162.4% | +368.4% | +794.0% | +476.4% |
| All | +1,162.4% | +372.0% | +790.4% | +476.4% |
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