+1,216.9%
VST vs AZO
+290.9%
+926.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.4% |
| 7D | +8.9% | +0.7% | +8.2% | +8.7% |
| 30D | +6.2% | -2.7% | +8.9% | +6.7% |
| 3M | -2.7% | -3.2% | +0.5% | -2.7% |
| 6M | -8.4% | -19.7% | +11.4% | -4.4% |
| YTD | -7.2% | -12.0% | +4.8% | -5.7% |
| 1Y | -20.9% | -29.5% | +8.6% | -15.3% |
| 3Y | +384.0% | +17.3% | +366.6% | +339.4% |
| 5Y | +757.1% | +94.1% | +663.0% | +553.5% |
| All | +1,216.9% | +290.9% | +926.0% | +748.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling