+1,142.3%
VST vs SU
+232.2%
+910.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.1% |
| 7D | +10.9% | -4.3% | +15.2% | +12.5% |
| 30D | -15.6% | -6.2% | -9.4% | -13.8% |
| 3M | -7.8% | +9.7% | -17.5% | -10.9% |
| 6M | -12.0% | +7.3% | -19.3% | -14.8% |
| YTD | -16.9% | +58.7% | -75.6% | -30.1% |
| 1Y | -25.1% | +59.7% | -84.8% | -37.1% |
| 3Y | +297.1% | +129.2% | +167.8% | +197.0% |
| 5Y | +641.9% | +223.7% | +418.2% | +384.0% |
| 10Y | +1,142.3% | +235.9% | +906.4% | +653.0% |
| All | +1,142.3% | +232.2% | +910.1% | +653.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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