+1,112.0%
VST vs ES
+85.7%
+1,026.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.9% | +13.4% | +11.5% |
| 7D | -9.8% | +1.9% | -11.7% | -10.7% |
| 30D | -25.1% | +7.1% | -32.2% | -27.3% |
| 3M | -11.6% | -1.9% | -9.6% | -11.5% |
| 6M | -20.9% | +4.4% | -25.3% | -22.8% |
| YTD | -22.3% | +7.3% | -29.6% | -24.9% |
| 1Y | -32.0% | +2.1% | -34.1% | -33.5% |
| 3Y | +262.4% | +41.8% | +220.5% | +199.7% |
| 5Y | +563.4% | +1.4% | +561.9% | +538.1% |
| All | +1,112.0% | +85.7% | +1,026.3% | +926.9% |
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