+1,179.1%
VST vs ROP
+183.9%
+995.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +19.2% | -2.7% | +21.8% | +20.1% |
| 30D | -17.2% | +29.7% | -46.9% | -25.9% |
| 3M | -8.1% | +21.2% | -29.4% | -16.0% |
| 6M | -8.1% | +48.3% | -56.4% | -24.4% |
| YTD | -16.3% | +8.4% | -24.6% | -20.8% |
| 1Y | -24.1% | +6.0% | -30.1% | -27.5% |
| 3Y | +300.2% | -5.6% | +305.8% | +302.8% |
| 5Y | +645.9% | +1.3% | +644.6% | +610.8% |
| All | +1,179.1% | +183.9% | +995.2% | +732.7% |
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