+1,205.2%
VST vs P
+748.5%
+456.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.3% | +1.0% | +5.6% |
| 7D | -0.5% | -9.6% | +9.1% | +2.3% |
| 30D | -17.1% | -33.4% | +16.4% | -7.6% |
| 3M | -4.6% | +14.2% | -18.8% | -8.9% |
| 6M | -9.1% | +31.6% | -40.6% | -17.7% |
| YTD | -16.6% | +53.5% | -70.1% | -28.2% |
| 1Y | -29.5% | +14.2% | -43.7% | -35.4% |
| 3Y | +297.5% | +190.5% | +107.0% | +191.0% |
| 5Y | +654.5% | +256.3% | +398.2% | +416.6% |
| 10Y | +1,205.2% | +707.9% | +497.4% | +625.9% |
| All | +1,205.2% | +748.5% | +456.7% | +625.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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