+1,112.0%
VST vs ALL
+370.9%
+741.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -4.5% | +15.0% | +12.0% |
| 7D | -9.8% | -1.9% | -7.9% | -9.6% |
| 30D | -25.1% | +13.8% | -38.9% | -29.0% |
| 3M | -11.6% | -7.0% | -4.6% | -10.2% |
| 6M | -20.9% | +18.0% | -39.0% | -27.4% |
| YTD | -22.3% | +24.2% | -46.5% | -30.7% |
| 1Y | -32.0% | +31.2% | -63.2% | -40.8% |
| 3Y | +262.4% | +107.5% | +154.8% | +149.4% |
| 5Y | +563.4% | +144.8% | +418.6% | +305.4% |
| All | +1,112.0% | +370.9% | +741.2% | +451.9% |
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