+500.1%
VST vs S
-69.2%
+569.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -8.8% | +2.7% | -5.0% |
| 7D | -19.9% | -16.7% | -3.2% | -18.1% |
| 30D | -29.7% | -17.0% | -12.7% | -28.1% |
| 3M | -19.6% | +2.0% | -21.6% | -20.3% |
| 6M | -29.4% | +35.1% | -64.5% | -33.1% |
| YTD | -29.7% | +42.8% | -72.5% | -34.3% |
| 1Y | -40.0% | +27.7% | -67.8% | -43.1% |
| 3Y | +231.0% | +33.0% | +198.0% | +216.0% |
| 5Y | +500.1% | -68.0% | +568.0% | +447.4% |
| All | +500.1% | -69.2% | +569.2% | +447.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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