+1,112.0%
VST vs SO
+177.2%
+934.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.1% | +11.6% | +11.0% |
| 7D | -9.8% | -1.5% | -8.3% | -9.3% |
| 30D | -25.1% | +8.1% | -33.2% | -27.8% |
| 3M | -11.6% | +0.2% | -11.8% | -11.9% |
| 6M | -20.9% | +0.4% | -21.3% | -21.6% |
| YTD | -22.3% | +8.5% | -30.8% | -25.5% |
| 1Y | -32.0% | +4.9% | -36.9% | -33.9% |
| 3Y | +262.4% | +47.9% | +214.5% | +187.9% |
| 5Y | +563.4% | +75.7% | +487.7% | +379.8% |
| All | +1,112.0% | +177.2% | +934.9% | +697.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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