+1,112.0%
VST vs AR
+44.3%
+1,067.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.8% | +11.4% | +10.7% |
| 7D | -9.8% | -14.3% | +4.5% | -7.5% |
| 30D | -25.1% | +1.4% | -26.6% | -25.3% |
| 3M | -11.6% | +3.4% | -15.0% | -12.1% |
| 6M | -20.9% | -2.1% | -18.9% | -21.0% |
| YTD | -22.3% | +4.7% | -27.0% | -23.7% |
| 1Y | -32.0% | +10.6% | -42.6% | -34.0% |
| 3Y | +262.4% | +24.6% | +237.8% | +249.6% |
| 5Y | +563.4% | +71.9% | +491.5% | +508.9% |
| All | +1,112.0% | +44.3% | +1,067.7% | +1,034.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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