+1,164.9%
VST vs ROP
+185.2%
+979.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.3% |
| 7D | +6.6% | +0.7% | +5.9% | +6.3% |
| 30D | -12.4% | +28.8% | -41.2% | -21.4% |
| 3M | -9.0% | +21.1% | -30.1% | -16.7% |
| 6M | -6.4% | +52.5% | -59.0% | -24.0% |
| YTD | -17.2% | +8.9% | -26.1% | -21.9% |
| 1Y | -22.0% | +8.2% | -30.3% | -26.3% |
| 3Y | +296.7% | -5.2% | +301.8% | +298.5% |
| 5Y | +637.6% | +1.7% | +635.9% | +601.8% |
| All | +1,164.9% | +185.2% | +979.7% | +722.1% |
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