+582.3%
VST vs RF
+45.2%
+537.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.5% | -15.3% | -14.3% |
| 7D | -15.7% | +2.3% | -18.0% | -16.5% |
| 30D | -17.0% | +7.2% | -24.2% | -19.2% |
| 3M | -15.9% | -8.2% | -7.7% | -13.5% |
| 6M | -25.0% | +7.0% | -32.0% | -27.4% |
| YTD | -25.1% | +10.3% | -35.4% | -28.7% |
| 1Y | -34.9% | +25.1% | -59.9% | -41.0% |
| 3Y | +252.7% | +110.3% | +142.4% | +167.8% |
| 5Y | +582.3% | +47.1% | +535.2% | +475.4% |
| All | +582.3% | +45.2% | +537.1% | +475.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling