+1,112.0%
VST vs ROP
+196.0%
+916.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.9% | +13.5% | +11.6% |
| 7D | -9.8% | +2.1% | -12.0% | -10.9% |
| 30D | -25.1% | +32.9% | -58.1% | -33.7% |
| 3M | -11.6% | +20.3% | -31.9% | -18.9% |
| 6M | -20.9% | +36.8% | -57.7% | -32.5% |
| YTD | -22.3% | +8.1% | -30.4% | -26.5% |
| 1Y | -32.0% | +8.3% | -40.3% | -35.8% |
| 3Y | +262.4% | -3.2% | +265.6% | +259.8% |
| 5Y | +563.4% | +1.7% | +561.6% | +530.3% |
| All | +1,112.0% | +196.0% | +916.1% | +722.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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