+500.1%
VST vs SO
+78.6%
+421.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.4% | -6.2% |
| 7D | -19.9% | +0.4% | -20.3% | -20.0% |
| 30D | -29.7% | +9.2% | -38.9% | -31.3% |
| 3M | -19.6% | +1.1% | -20.7% | -19.9% |
| 6M | -29.4% | -1.1% | -28.3% | -29.5% |
| YTD | -29.7% | +9.7% | -39.4% | -31.6% |
| 1Y | -40.0% | +5.5% | -45.5% | -41.1% |
| 3Y | +231.0% | +47.0% | +183.9% | +171.7% |
| 5Y | +500.1% | +77.6% | +422.5% | +367.2% |
| All | +500.1% | +78.6% | +421.4% | +367.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling