+897.3%
VST vs FE
+125.5%
+771.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.2% | -6.0% | -6.1% |
| 7D | -19.9% | +0.6% | -20.5% | -20.1% |
| 30D | -29.7% | +6.4% | -36.1% | -31.5% |
| 3M | -19.6% | -0.5% | -19.1% | -19.5% |
| 6M | -29.4% | +4.7% | -34.1% | -30.9% |
| YTD | -29.7% | +8.4% | -38.1% | -32.1% |
| 1Y | -40.0% | +7.2% | -47.3% | -41.8% |
| 3Y | +231.0% | +44.9% | +186.1% | +178.9% |
| 5Y | +500.1% | +46.3% | +453.8% | +402.4% |
| 10Y | +1,004.2% | +110.3% | +893.9% | +793.4% |
| All | +897.3% | +125.5% | +771.8% | +700.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling