+926.2%
VST vs FND
+57.9%
+868.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.7% |
| 7D | +6.6% | -6.8% | +13.4% | +7.9% |
| 30D | -12.4% | +8.0% | -20.4% | -14.2% |
| 3M | -9.0% | -18.9% | +9.9% | -6.2% |
| 6M | -6.4% | +4.7% | -11.1% | -9.1% |
| YTD | -17.2% | -21.6% | +4.4% | -15.2% |
| 1Y | -22.0% | -22.0% | 0.0% | -20.3% |
| 3Y | +296.7% | -40.4% | +337.1% | +316.3% |
| 5Y | +637.6% | -63.8% | +701.4% | +714.4% |
| All | +926.2% | +57.9% | +868.3% | +715.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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