+1,216.9%
VST vs RACE
+730.8%
+486.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +4.1% |
| 7D | +8.9% | -2.5% | +11.4% | +9.8% |
| 30D | +6.2% | +0.8% | +5.4% | +5.8% |
| 3M | -2.7% | +17.2% | -19.9% | -8.2% |
| 6M | -8.4% | +13.6% | -21.9% | -13.0% |
| YTD | -7.2% | +12.2% | -19.4% | -11.7% |
| 1Y | -20.9% | -16.3% | -4.6% | -17.9% |
| 3Y | +384.0% | +36.4% | +347.6% | +316.8% |
| 5Y | +757.1% | +95.0% | +662.1% | +536.3% |
| All | +1,216.9% | +730.8% | +486.0% | +569.4% |
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