+1,112.0%
VST vs FE
+107.4%
+1,004.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.4% | +11.0% | +10.7% |
| 7D | -9.8% | 0.0% | -9.8% | -9.8% |
| 30D | -25.1% | +5.2% | -30.3% | -26.8% |
| 3M | -11.6% | 0.0% | -11.6% | -11.7% |
| 6M | -20.9% | +5.0% | -26.0% | -22.7% |
| YTD | -22.3% | +7.9% | -30.2% | -24.8% |
| 1Y | -32.0% | +6.3% | -38.3% | -33.8% |
| 3Y | +262.4% | +46.0% | +216.4% | +203.9% |
| 5Y | +563.4% | +45.6% | +517.7% | +455.6% |
| All | +1,112.0% | +107.4% | +1,004.7% | +868.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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