+1,179.1%
VST vs AR
+57.2%
+1,121.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | +19.2% | +6.4% | +12.7% | +18.0% |
| 30D | -17.2% | +3.1% | -20.3% | -17.5% |
| 3M | -8.1% | +3.3% | -11.4% | -8.7% |
| 6M | -8.1% | +6.6% | -14.7% | -9.5% |
| YTD | -16.3% | +12.3% | -28.6% | -18.6% |
| 1Y | -24.1% | +12.3% | -36.4% | -26.4% |
| 3Y | +300.2% | +50.4% | +249.8% | +276.7% |
| 5Y | +645.9% | +101.0% | +544.9% | +571.5% |
| All | +1,179.1% | +57.2% | +1,121.9% | +1,089.6% |
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