+1,164.9%
VST vs MKTX
+12.8%
+1,152.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | +6.6% | +0.2% | +6.3% | +6.6% |
| 30D | -12.4% | +0.9% | -13.3% | -12.5% |
| 3M | -9.0% | +2.6% | -11.6% | -9.2% |
| 6M | -6.4% | +20.4% | -26.9% | -8.5% |
| YTD | -17.2% | -7.1% | -10.1% | -16.8% |
| 1Y | -22.0% | -2.8% | -19.3% | -22.1% |
| 3Y | +296.7% | -21.7% | +318.4% | +295.8% |
| 5Y | +637.6% | -54.5% | +692.1% | +694.2% |
| All | +1,164.9% | +12.8% | +1,152.0% | +1,031.8% |
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