-12.4%
VST vs INFQ
-4.1%
-8.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INFQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.3% | -4.7% | +0.9% |
| 7D | +9.9% | +7.6% | +2.2% | +8.9% |
| 30D | +7.9% | +14.7% | -6.8% | +5.8% |
| 3M | +3.4% | -7.8% | +11.2% | +2.5% |
| 6M | -4.1% | +28.0% | -32.1% | -12.9% |
| All | -12.4% | -4.1% | -8.3% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INFQ.
Daily Out/Under-Performance
Portfolio return minus INFQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFQ 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 INFQ 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