+831.9%
VST vs COMP
-47.7%
+879.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.5% |
| 7D | +8.9% | +1.4% | +7.5% | +8.7% |
| 30D | +6.2% | -13.3% | +19.5% | +7.8% |
| 3M | -2.7% | +41.1% | -43.8% | -6.7% |
| 6M | -8.4% | +17.2% | -25.5% | -11.0% |
| YTD | -7.2% | +5.2% | -12.4% | -9.2% |
| 1Y | -20.9% | +18.9% | -39.8% | -24.1% |
| 3Y | +384.0% | +215.9% | +168.1% | +312.3% |
| 5Y | +757.1% | -31.2% | +788.3% | +684.8% |
| All | +831.9% | -47.7% | +879.6% | +766.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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