+710.9%
VST vs PL
+28.1%
+682.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +10.4% | +0.2% | +9.1% |
| 7D | -9.8% | -6.8% | -3.0% | -8.8% |
| 30D | -25.1% | -29.3% | +4.2% | -21.5% |
| 3M | -11.6% | -44.8% | +33.2% | -4.5% |
| 6M | -20.9% | -68.4% | +47.5% | -9.5% |
| YTD | -22.3% | -36.4% | +14.1% | -21.3% |
| 1Y | -32.0% | +0.7% | -32.7% | -36.1% |
| 3Y | +262.4% | +455.3% | -192.9% | +155.4% |
| 5Y | +563.4% | +22.7% | +540.7% | +394.2% |
| All | +710.9% | +28.1% | +682.9% | +482.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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