+1,112.0%
VST vs B
+183.2%
+928.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.5% | +10.0% | +10.5% |
| 7D | -9.8% | +9.6% | -19.4% | -11.5% |
| 30D | -25.1% | +3.5% | -28.7% | -25.7% |
| 3M | -11.6% | -1.6% | -10.0% | -11.7% |
| 6M | -20.9% | -1.7% | -19.3% | -21.2% |
| YTD | -22.3% | -5.3% | -17.0% | -22.4% |
| 1Y | -32.0% | +27.2% | -59.2% | -35.2% |
| 3Y | +262.4% | +166.1% | +96.3% | +210.1% |
| 5Y | +563.4% | +136.5% | +426.9% | +469.2% |
| All | +1,112.0% | +183.2% | +928.8% | +922.1% |
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