+1,164.9%
VST vs RACE
+729.2%
+435.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.6% |
| 7D | +6.6% | -1.2% | +7.8% | +7.0% |
| 30D | -12.4% | +6.1% | -18.5% | -14.3% |
| 3M | -9.0% | -0.3% | -8.7% | -9.3% |
| 6M | -6.4% | +23.4% | -29.9% | -13.7% |
| YTD | -17.2% | +12.5% | -29.7% | -21.6% |
| 1Y | -22.0% | -0.5% | -21.6% | -23.1% |
| 3Y | +296.7% | +23.6% | +273.0% | +252.9% |
| 5Y | +637.6% | +65.4% | +572.2% | +477.8% |
| All | +1,164.9% | +729.2% | +435.7% | +583.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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