+897.3%
VST vs AR
+33.3%
+864.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.8% | -3.3% | -5.7% |
| 7D | -19.9% | -11.7% | -8.2% | -18.2% |
| 30D | -29.7% | +1.8% | -31.5% | -29.8% |
| 3M | -19.6% | +6.0% | -25.5% | -20.4% |
| 6M | -29.4% | -7.0% | -22.4% | -28.9% |
| YTD | -29.7% | +5.6% | -35.3% | -31.0% |
| 1Y | -40.0% | +10.8% | -50.9% | -41.8% |
| 3Y | +231.0% | +19.3% | +211.7% | +220.8% |
| 5Y | +500.1% | +73.3% | +426.7% | +449.9% |
| 10Y | +1,004.2% | +47.6% | +956.6% | +934.4% |
| All | +897.3% | +33.3% | +864.1% | +857.5% |
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