+996.4%
VST vs M
+0.4%
+995.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.9% | -0.3% | -5.3% |
| 7D | -19.9% | -2.1% | -17.8% | -19.8% |
| 30D | -29.7% | +7.7% | -37.4% | -30.7% |
| 3M | -19.6% | -4.4% | -15.2% | -19.4% |
| 6M | -29.4% | +27.5% | -56.9% | -32.5% |
| YTD | -29.7% | +12.8% | -42.5% | -31.8% |
| 1Y | -40.0% | +20.7% | -60.8% | -42.6% |
| 3Y | +231.0% | +111.3% | +119.7% | +184.2% |
| 5Y | +500.1% | -6.3% | +506.4% | +452.6% |
| All | +996.4% | +0.4% | +995.9% | +696.3% |
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