+1,179.1%
VST vs B
+218.7%
+960.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.3% |
| 7D | +19.2% | -6.2% | +25.3% | +20.5% |
| 30D | -17.2% | -6.6% | -10.5% | -16.3% |
| 3M | -8.1% | -7.9% | -0.3% | -7.1% |
| 6M | -8.1% | -16.8% | +8.7% | -5.8% |
| YTD | -16.3% | -11.7% | -4.6% | -15.4% |
| 1Y | -24.1% | +3.5% | -27.6% | -25.3% |
| 3Y | +300.2% | +165.7% | +134.5% | +242.5% |
| 5Y | +645.9% | +108.4% | +537.5% | +548.2% |
| All | +1,179.1% | +218.7% | +960.4% | +1,017.5% |
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