+962.7%
VST vs AR
+37.1%
+925.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -6.3% | -7.6% | -12.8% |
| 7D | -15.7% | -11.1% | -4.6% | -14.1% |
| 30D | -17.0% | +7.9% | -24.9% | -17.9% |
| 3M | -15.9% | +4.9% | -20.8% | -16.6% |
| 6M | -25.0% | -5.3% | -19.7% | -24.7% |
| YTD | -25.1% | +8.6% | -33.7% | -26.9% |
| 1Y | -34.9% | +13.7% | -48.5% | -37.0% |
| 3Y | +252.7% | +22.8% | +229.9% | +240.2% |
| 5Y | +582.3% | +82.0% | +500.4% | +521.3% |
| 10Y | +1,076.6% | +51.8% | +1,024.7% | +997.1% |
| All | +962.7% | +37.1% | +925.6% | +915.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling