+1,164.9%
VST vs ES
+98.2%
+1,066.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | +6.6% | +2.7% | +3.9% | +5.6% |
| 30D | -12.4% | +7.6% | -20.0% | -14.9% |
| 3M | -9.0% | +0.5% | -9.5% | -9.6% |
| 6M | -6.4% | +7.6% | -14.0% | -9.6% |
| YTD | -17.2% | +10.2% | -27.4% | -20.6% |
| 1Y | -22.0% | +1.8% | -23.9% | -23.6% |
| 3Y | +296.7% | +55.4% | +241.3% | +215.3% |
| 5Y | +637.6% | +7.3% | +630.3% | +593.8% |
| All | +1,164.9% | +98.2% | +1,066.6% | +965.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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