+1,232.7%
VST vs AZO
+281.4%
+951.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | +5.3% | -0.8% | +6.1% | +5.5% |
| 30D | +5.8% | -5.1% | +10.9% | +6.9% |
| 3M | +3.5% | -7.2% | +10.7% | +4.5% |
| 6M | -7.4% | -20.7% | +13.3% | -3.2% |
| YTD | -6.1% | -14.2% | +8.1% | -4.1% |
| 1Y | -21.6% | -32.2% | +10.5% | -15.3% |
| 3Y | +357.2% | +11.1% | +346.0% | +320.9% |
| 5Y | +777.0% | +87.6% | +689.5% | +574.1% |
| All | +1,232.7% | +281.4% | +951.4% | +763.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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