+1,142.3%
VST vs TAP
-47.8%
+1,190.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +1.9% |
| 7D | +10.9% | -8.0% | +18.9% | +12.7% |
| 30D | -15.6% | +4.1% | -19.7% | -16.9% |
| 3M | -7.8% | -4.4% | -3.4% | -7.7% |
| 6M | -12.0% | -1.9% | -10.0% | -12.9% |
| YTD | -16.9% | -12.1% | -4.9% | -16.0% |
| 1Y | -25.1% | -12.0% | -13.0% | -24.4% |
| 3Y | +297.1% | -25.0% | +322.1% | +307.5% |
| 5Y | +641.9% | -1.1% | +643.0% | +572.4% |
| 10Y | +1,142.3% | -47.6% | +1,189.9% | +1,075.7% |
| All | +1,142.3% | -47.8% | +1,190.1% | +1,075.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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