+1,162.4%
VST vs SO
+188.2%
+974.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -6.0% | -0.1% | -5.9% | -6.0% |
| 30D | -18.8% | +8.7% | -27.4% | -21.8% |
| 3M | -8.0% | +3.4% | -11.4% | -9.5% |
| 6M | -10.9% | +3.7% | -14.6% | -12.9% |
| YTD | -18.3% | +10.0% | -28.4% | -22.1% |
| 1Y | -29.9% | +6.6% | -36.5% | -32.3% |
| 3Y | +290.3% | +52.5% | +237.8% | +205.4% |
| 5Y | +635.3% | +76.1% | +559.2% | +431.5% |
| 10Y | +1,162.4% | +194.9% | +967.5% | +728.7% |
| All | +1,162.4% | +188.2% | +974.2% | +728.7% |
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