+1,216.9%
VST vs FDS
+112.7%
+1,104.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.5% | +7.0% | +4.4% |
| 7D | +8.9% | -1.9% | +10.8% | +9.3% |
| 30D | +6.2% | +9.0% | -2.8% | +3.7% |
| 3M | -2.7% | +18.9% | -21.6% | -8.2% |
| 6M | -8.4% | +35.1% | -43.5% | -18.1% |
| YTD | -7.2% | +5.5% | -12.7% | -10.4% |
| 1Y | -20.9% | -16.8% | -4.1% | -17.6% |
| 3Y | +384.0% | -28.1% | +412.1% | +425.1% |
| 5Y | +757.1% | -17.4% | +774.5% | +759.4% |
| All | +1,216.9% | +112.7% | +1,104.2% | +778.4% |
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