+1,112.0%
VST vs RF
+279.4%
+832.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.4% | +10.9% | +10.7% |
| 7D | -9.8% | -0.9% | -8.9% | -9.6% |
| 30D | -25.1% | +6.0% | -31.2% | -26.9% |
| 3M | -11.6% | -8.9% | -2.7% | -8.8% |
| 6M | -20.9% | +2.3% | -23.3% | -22.1% |
| YTD | -22.3% | +7.6% | -29.9% | -25.3% |
| 1Y | -32.0% | +21.2% | -53.2% | -37.6% |
| 3Y | +262.4% | +108.5% | +153.9% | +170.0% |
| 5Y | +563.4% | +43.2% | +520.1% | +448.5% |
| All | +1,112.0% | +279.4% | +832.6% | +592.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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