+1,216.9%
VST vs B
+247.3%
+969.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +3.9% |
| 7D | +8.9% | -1.6% | +10.5% | +9.2% |
| 30D | +6.2% | +9.4% | -3.2% | +4.3% |
| 3M | -2.7% | +5.0% | -7.7% | -4.0% |
| 6M | -8.4% | -3.5% | -4.8% | -8.5% |
| YTD | -7.2% | +4.5% | -11.7% | -8.7% |
| 1Y | -20.9% | +67.8% | -88.7% | -27.5% |
| 3Y | +384.0% | +196.7% | +187.3% | +308.4% |
| 5Y | +757.1% | +151.9% | +605.1% | +628.1% |
| All | +1,216.9% | +247.3% | +969.6% | +989.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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