+1,058.9%
VST vs SU
+245.9%
+813.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -6.0% | -10.2% | +4.2% | -2.6% |
| 30D | -18.8% | -6.2% | -12.6% | -17.1% |
| 3M | -8.0% | +8.7% | -16.7% | -10.8% |
| 6M | -10.9% | +7.2% | -18.2% | -13.8% |
| YTD | -18.3% | +55.9% | -74.3% | -30.7% |
| 1Y | -29.9% | +60.4% | -90.3% | -41.2% |
| 3Y | +290.3% | +125.2% | +165.1% | +194.5% |
| 5Y | +635.3% | +216.7% | +418.6% | +385.3% |
| 10Y | +1,162.4% | +223.9% | +938.5% | +680.1% |
| All | +1,058.9% | +245.9% | +813.1% | +613.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling