+1,164.9%
VST vs NDAQ
+471.8%
+693.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +6.6% | +1.3% | +5.3% | +6.0% |
| 30D | -12.4% | +18.0% | -30.3% | -19.2% |
| 3M | -9.0% | +11.5% | -20.5% | -14.1% |
| 6M | -6.4% | +21.1% | -27.5% | -16.1% |
| YTD | -17.2% | +12.8% | -30.0% | -23.8% |
| 1Y | -22.0% | +25.7% | -47.7% | -32.2% |
| 3Y | +296.7% | +116.8% | +179.9% | +163.3% |
| 5Y | +637.6% | +67.3% | +570.3% | +445.7% |
| All | +1,164.9% | +471.8% | +693.1% | +380.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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