+1,232.7%
VST vs MKTX
+11.2%
+1,221.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +5.3% | +0.3% | +5.1% | +5.3% |
| 30D | +5.8% | +1.0% | +4.8% | +5.7% |
| 3M | +3.5% | +40.8% | -37.3% | -0.4% |
| 6M | -7.4% | -10.9% | +3.5% | -6.5% |
| YTD | -6.1% | -8.6% | +2.5% | -5.5% |
| 1Y | -21.6% | -11.6% | -10.1% | -21.0% |
| 3Y | +357.2% | -24.5% | +381.7% | +357.2% |
| 5Y | +777.0% | -60.7% | +837.8% | +871.8% |
| All | +1,232.7% | +11.2% | +1,221.5% | +1,026.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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