+1,112.0%
VST vs PODD
+308.0%
+804.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -6.2% | +16.7% | +11.6% |
| 7D | -9.8% | -2.1% | -7.7% | -9.8% |
| 30D | -25.1% | +9.0% | -34.2% | -26.7% |
| 3M | -11.6% | +5.2% | -16.8% | -13.0% |
| 6M | -20.9% | -3.2% | -17.8% | -21.9% |
| YTD | -22.3% | -48.5% | +26.2% | -13.8% |
| 1Y | -32.0% | -54.7% | +22.7% | -22.8% |
| 3Y | +262.4% | -7.8% | +270.2% | +259.5% |
| 5Y | +563.4% | -52.4% | +615.8% | +613.4% |
| All | +1,112.0% | +308.0% | +804.0% | +775.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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