+1,112.0%
VST vs ROL
+216.1%
+895.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.1% | +12.6% | +11.0% |
| 7D | -9.8% | +9.5% | -19.3% | -11.9% |
| 30D | -25.1% | +22.9% | -48.1% | -29.2% |
| 3M | -11.6% | +3.5% | -15.1% | -12.9% |
| 6M | -20.9% | -29.4% | +8.5% | -14.1% |
| YTD | -22.3% | -36.1% | +13.8% | -13.7% |
| 1Y | -32.0% | -34.4% | +2.3% | -25.2% |
| 3Y | +262.4% | +4.0% | +258.4% | +235.0% |
| 5Y | +563.4% | +13.2% | +550.1% | +483.4% |
| All | +1,112.0% | +216.1% | +895.9% | +614.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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