+1,142.3%
VST vs FDS
+132.8%
+1,009.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.2% |
| 7D | +10.9% | -2.1% | +13.1% | +11.3% |
| 30D | -15.6% | +16.0% | -31.6% | -18.8% |
| 3M | -7.8% | +18.8% | -26.6% | -12.3% |
| 6M | -12.0% | +54.1% | -66.1% | -23.8% |
| YTD | -16.9% | +17.0% | -33.9% | -22.2% |
| 1Y | -25.1% | +25.5% | -50.6% | -32.2% |
| 3Y | +297.1% | -23.3% | +320.4% | +325.1% |
| 5Y | +641.9% | -22.6% | +664.5% | +678.0% |
| 10Y | +1,142.3% | +130.2% | +1,012.1% | +713.0% |
| All | +1,142.3% | +132.8% | +1,009.5% | +713.0% |
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