+1,076.6%
VST vs PR
+76.6%
+1,000.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -6.5% | -7.3% | -13.0% |
| 7D | -15.7% | -12.1% | -3.6% | -14.3% |
| 30D | -17.0% | +0.9% | -17.9% | -17.0% |
| 3M | -15.9% | +10.1% | -26.0% | -16.9% |
| 6M | -25.0% | +1.1% | -26.1% | -25.3% |
| YTD | -25.1% | +63.7% | -88.8% | -30.0% |
| 1Y | -34.9% | +87.0% | -121.9% | -40.2% |
| 3Y | +252.7% | +70.7% | +181.9% | +227.8% |
| 5Y | +582.3% | +246.8% | +335.5% | +478.2% |
| 10Y | +1,076.6% | +72.6% | +1,004.0% | +774.8% |
| All | +1,076.6% | +76.6% | +1,000.0% | +774.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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