+1,112.0%
VST vs FDS
+135.4%
+976.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -3.7% | +14.2% | +11.3% |
| 7D | -9.8% | -0.5% | -9.3% | -10.0% |
| 30D | -25.1% | +20.2% | -45.3% | -28.6% |
| 3M | -11.6% | +19.9% | -31.4% | -16.2% |
| 6M | -20.9% | +56.2% | -77.1% | -32.1% |
| YTD | -22.3% | +14.6% | -36.9% | -27.0% |
| 1Y | -32.0% | +31.6% | -63.6% | -39.8% |
| 3Y | +262.4% | -23.8% | +286.2% | +287.1% |
| 5Y | +563.4% | -22.6% | +585.9% | +591.9% |
| All | +1,112.0% | +135.4% | +976.7% | +680.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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