+1,205.2%
VST vs M
+3.7%
+1,201.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +8.1% | -0.8% | +6.1% |
| 7D | -0.5% | +2.5% | -3.1% | -1.1% |
| 30D | -17.1% | +10.1% | -27.1% | -18.6% |
| 3M | -4.6% | -0.9% | -3.7% | -4.9% |
| 6M | -9.1% | +30.2% | -39.2% | -13.4% |
| YTD | -16.6% | +16.3% | -32.9% | -19.5% |
| 1Y | -29.5% | +27.0% | -56.4% | -33.0% |
| 3Y | +297.5% | +154.5% | +143.0% | +232.7% |
| 5Y | +654.5% | -1.1% | +655.6% | +588.8% |
| 10Y | +1,205.2% | +0.5% | +1,204.7% | +852.7% |
| All | +1,205.2% | +3.7% | +1,201.5% | +852.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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