+654.5%
VST vs ROP
-0.2%
+654.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.4% |
| 7D | -0.5% | -1.6% | +1.1% | -0.5% |
| 30D | -17.1% | +29.5% | -46.6% | -21.4% |
| 3M | -4.6% | +17.5% | -22.1% | -7.8% |
| 6M | -9.1% | +38.1% | -47.1% | -16.9% |
| YTD | -16.6% | +7.0% | -23.6% | -15.6% |
| 1Y | -29.5% | +6.5% | -36.0% | -28.5% |
| 3Y | +297.5% | -5.5% | +303.0% | +327.0% |
| 5Y | +654.5% | -0.4% | +654.9% | +634.0% |
| All | +654.5% | -0.2% | +654.7% | +634.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling