+1,232.7%
VST vs SU
+252.4%
+980.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.9% |
| 7D | +5.3% | +1.6% | +3.8% | +4.8% |
| 30D | +5.8% | +10.7% | -5.0% | +2.2% |
| 3M | +3.5% | +13.5% | -10.0% | -1.2% |
| 6M | -7.4% | +21.8% | -29.2% | -14.3% |
| YTD | -6.1% | +58.8% | -64.9% | -20.7% |
| 1Y | -21.6% | +72.0% | -93.6% | -35.6% |
| 3Y | +357.2% | +121.7% | +235.5% | +246.5% |
| 5Y | +777.0% | +350.4% | +426.6% | +417.3% |
| All | +1,232.7% | +252.4% | +980.4% | +717.8% |
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