+996.4%
VST vs ES
+91.2%
+905.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.1% | -8.2% | -6.8% |
| 7D | -19.9% | +5.9% | -25.8% | -21.6% |
| 30D | -29.7% | +10.2% | -39.9% | -32.3% |
| 3M | -19.6% | +0.4% | -20.0% | -20.0% |
| 6M | -29.4% | +6.9% | -36.3% | -31.5% |
| YTD | -29.7% | +10.5% | -40.2% | -32.6% |
| 1Y | -40.0% | +3.2% | -43.2% | -41.5% |
| 3Y | +231.0% | +49.0% | +181.9% | +168.8% |
| 5Y | +500.1% | +4.5% | +495.6% | +472.3% |
| All | +996.4% | +91.2% | +905.1% | +821.0% |
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