+1,164.9%
VST vs P
+652.0%
+512.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | +6.6% | +11.6% | -5.0% | +3.4% |
| 30D | -12.4% | -23.7% | +11.3% | -6.0% |
| 3M | -9.0% | -8.0% | -1.0% | -7.7% |
| 6M | -6.4% | +27.9% | -34.4% | -14.6% |
| YTD | -17.2% | +61.2% | -78.3% | -29.6% |
| 1Y | -22.0% | +28.6% | -50.6% | -30.8% |
| 3Y | +296.7% | +200.5% | +96.2% | +187.1% |
| 5Y | +637.6% | +282.9% | +354.6% | +395.8% |
| All | +1,164.9% | +652.0% | +512.8% | +576.1% |
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