+1,112.0%
VST vs ASX
+754.3%
+357.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +6.4% | +4.1% | +8.5% |
| 7D | -9.8% | -19.9% | +10.1% | -3.4% |
| 30D | -25.1% | -30.9% | +5.7% | -16.3% |
| 3M | -11.6% | -15.1% | +3.5% | -7.9% |
| 6M | -20.9% | -6.5% | -14.4% | -21.7% |
| YTD | -22.3% | +98.4% | -120.7% | -39.9% |
| 1Y | -32.0% | +107.9% | -139.9% | -48.2% |
| 3Y | +262.4% | +325.3% | -62.9% | +129.2% |
| 5Y | +563.4% | +447.3% | +116.1% | +289.3% |
| All | +1,112.0% | +754.3% | +357.8% | +499.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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